-7.6%
IEF vs ALHC
-62.5%
+55.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.1% |
| 7D | +0.3% | +3.9% | -3.5% | +0.3% |
| 30D | +2.7% | -3.6% | +6.3% | +2.7% |
| 3M | -0.8% | -49.4% | +48.6% | -0.3% |
| 6M | -1.7% | -59.5% | +57.8% | -1.1% |
| YTD | -1.6% | -63.2% | +61.6% | -1.1% |
| 1Y | -1.6% | -55.5% | +53.9% | -1.2% |
| 3Y | +12.4% | +23.0% | -10.6% | +11.5% |
| 5Y | -7.6% | -65.7% | +58.1% | -10.4% |
| All | -7.6% | -62.5% | +55.0% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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