+129.5%
IEF vs ALK
+674.1%
-544.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.1% | -7.2% | +0.1% |
| 7D | +0.3% | +8.9% | -8.6% | +0.5% |
| 30D | +2.7% | +5.9% | -3.3% | +2.9% |
| 3M | -0.8% | -16.5% | +15.8% | -1.2% |
| 6M | -1.7% | +2.1% | -3.8% | -1.5% |
| YTD | -1.6% | -17.1% | +15.5% | -1.8% |
| 1Y | -1.6% | -2.9% | +1.3% | -1.3% |
| 3Y | +12.4% | +24.5% | -12.1% | +14.1% |
| 5Y | -7.6% | -29.1% | +21.5% | -7.4% |
| 10Y | +7.6% | -39.1% | +46.7% | +8.9% |
| All | +129.5% | +674.1% | -544.7% | +165.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling