+4.6%
IEF vs ALC
+24.0%
-19.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | 0.0% |
| 7D | -0.3% | -2.1% | +1.8% | -0.2% |
| 30D | -0.8% | -0.1% | -0.7% | -0.8% |
| 3M | -1.0% | +5.9% | -6.9% | -1.1% |
| 6M | -2.8% | -15.9% | +13.2% | -2.5% |
| YTD | -1.5% | -10.1% | +8.6% | -1.3% |
| 1Y | -0.4% | -10.2% | +9.8% | -0.3% |
| 3Y | +9.7% | -13.6% | +23.2% | +9.7% |
| 5Y | -8.3% | -15.1% | +6.8% | -9.0% |
| All | +4.6% | +24.0% | -19.4% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling