+129.8%
IEF vs ALB
+1,109.9%
-980.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | -0.2% |
| 7D | -0.3% | -8.1% | +7.8% | -0.6% |
| 30D | -0.8% | +6.3% | -7.0% | -0.5% |
| 3M | -1.0% | -23.6% | +22.6% | -1.8% |
| 6M | -2.8% | -24.6% | +21.9% | -3.5% |
| YTD | -1.5% | -10.3% | +8.8% | -1.5% |
| 1Y | -0.4% | +61.5% | -61.9% | +2.1% |
| 3Y | +9.7% | -34.0% | +43.6% | +9.4% |
| 5Y | -8.3% | -44.6% | +36.3% | -8.2% |
| 10Y | +4.6% | +76.1% | -71.5% | +15.6% |
| All | +129.8% | +1,109.9% | -980.1% | +202.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling