-8.3%
IEF vs ALHC
-30.5%
+22.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | +0.1% | -1.0% | +1.0% | +0.1% |
| 30D | -0.7% | -6.3% | +5.6% | -0.7% |
| 3M | -0.4% | -12.3% | +11.9% | -0.4% |
| 6M | -2.5% | -27.0% | +24.5% | -2.4% |
| YTD | -1.6% | -31.8% | +30.3% | -1.4% |
| 1Y | -1.3% | -17.0% | +15.7% | -1.3% |
| 3Y | +10.1% | +159.8% | -149.7% | +8.6% |
| 5Y | -8.3% | -25.1% | +16.8% | -9.1% |
| All | -8.3% | -30.5% | +22.2% | -9.1% |
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