-7.8%
IEF vs ALB
-64.0%
+56.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.2% |
| 7D | -2.0% | -5.8% | +3.8% | -2.0% |
| 30D | +0.7% | -4.5% | +5.2% | +0.7% |
| 3M | -2.5% | -28.1% | +25.6% | -2.4% |
| 6M | -2.6% | -53.2% | +50.6% | -2.4% |
| YTD | -3.2% | -33.3% | +30.1% | -3.1% |
| 1Y | -3.0% | -17.4% | +14.4% | -3.0% |
| 3Y | +10.5% | -14.1% | +24.7% | +10.6% |
| All | -7.8% | -64.0% | +56.2% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ALB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling