-8.0%
IEF vs ALK
-25.3%
+17.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.6% | 0.0% |
| 7D | -0.3% | -0.7% | +0.4% | -0.3% |
| 30D | -0.8% | -19.2% | +18.5% | -0.6% |
| 3M | -1.0% | -1.5% | +0.6% | -1.0% |
| 6M | -2.8% | -13.1% | +10.3% | -2.8% |
| YTD | -1.5% | -16.4% | +14.9% | -1.5% |
| 1Y | -0.4% | -33.1% | +32.6% | -0.4% |
| 3Y | +9.7% | +0.6% | +9.0% | +9.0% |
| All | -8.0% | -25.3% | +17.3% | -8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling