+4.7%
IEF vs ALK
-39.2%
+43.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.3% |
| 7D | -0.3% | -3.0% | +2.6% | -0.3% |
| 30D | -0.6% | -14.6% | +14.0% | -0.7% |
| 3M | -1.0% | -10.6% | +9.6% | -1.1% |
| 6M | -3.1% | -6.7% | +3.6% | -3.1% |
| YTD | -1.9% | -19.8% | +17.9% | -2.1% |
| 1Y | -1.4% | -35.2% | +33.8% | -1.9% |
| 3Y | +9.8% | +1.4% | +8.4% | +10.4% |
| 5Y | -8.8% | -30.7% | +21.8% | -8.9% |
| 10Y | +4.7% | -37.4% | +42.1% | +5.8% |
| All | +4.7% | -39.2% | +43.9% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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