+4.5%
IEF vs ALC
+21.6%
-17.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | -0.1% |
| 7D | +0.1% | -3.7% | +3.7% | +0.1% |
| 30D | -0.7% | -3.7% | +3.0% | -0.7% |
| 3M | -0.4% | +4.6% | -5.0% | -0.5% |
| 6M | -2.5% | -14.6% | +12.1% | -2.2% |
| YTD | -1.6% | -11.9% | +10.3% | -1.4% |
| 1Y | -1.3% | -13.1% | +11.8% | -1.1% |
| 3Y | +10.1% | -15.0% | +25.1% | +10.2% |
| 5Y | -8.3% | -16.2% | +7.9% | -8.9% |
| All | +4.5% | +21.6% | -17.1% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling