+4.5%
IEF vs ALLE
+148.2%
-143.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | +0.1% | +2.8% | -2.7% | +0.1% |
| 30D | -0.7% | -7.6% | +6.9% | -0.8% |
| 3M | -0.4% | +22.8% | -23.2% | -0.3% |
| 6M | -2.5% | +4.6% | -7.1% | -2.5% |
| YTD | -1.6% | -1.2% | -0.4% | -1.6% |
| 1Y | -1.3% | -9.1% | +7.8% | -1.4% |
| 3Y | +10.1% | +50.0% | -39.9% | +11.0% |
| 5Y | -8.3% | +15.2% | -23.5% | -8.8% |
| 10Y | +4.5% | +151.1% | -146.6% | +9.3% |
| All | +4.5% | +148.2% | -143.8% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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