-5.2%
IEF vs ALHC
-28.9%
+23.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.3% | -0.6% | +0.3% | -0.3% |
| 30D | -0.8% | -1.0% | +0.2% | -0.8% |
| 3M | -1.0% | -10.2% | +9.2% | -1.0% |
| 6M | -2.8% | -28.3% | +25.5% | -2.6% |
| YTD | -1.5% | -31.4% | +29.9% | -1.3% |
| 1Y | -0.4% | -16.9% | +16.5% | -0.4% |
| 3Y | +9.7% | +135.5% | -125.8% | +8.4% |
| 5Y | -8.3% | -33.6% | +25.3% | -9.0% |
| All | -5.2% | -28.9% | +23.7% | -5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling