+7.6%
IEF vs ALLE
+233.6%
-226.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.8% | -0.1% |
| 7D | +0.3% | -0.6% | +1.0% | +0.3% |
| 30D | +2.7% | +26.6% | -23.9% | +2.8% |
| 3M | -0.8% | +13.2% | -13.9% | -0.7% |
| 6M | -1.7% | +42.9% | -44.5% | -1.4% |
| YTD | -1.6% | +21.0% | -22.7% | -1.6% |
| 1Y | -1.6% | +15.2% | -16.7% | -1.6% |
| 3Y | +12.4% | +95.6% | -83.2% | +13.6% |
| 5Y | -7.6% | +53.4% | -61.0% | -7.6% |
| 10Y | +7.6% | +221.5% | -213.9% | +12.7% |
| All | +7.6% | +233.6% | -226.1% | +12.7% |
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