+7.3%
IEF vs ALLE
+211.7%
-204.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.2% |
| 7D | -2.0% | +3.6% | -5.5% | -2.0% |
| 30D | +0.7% | +25.9% | -25.2% | +0.8% |
| 3M | -2.5% | +15.8% | -18.2% | -2.4% |
| 6M | -2.6% | +48.1% | -50.6% | -2.3% |
| YTD | -3.2% | +22.0% | -25.2% | -3.1% |
| 1Y | -3.0% | +18.0% | -21.1% | -3.0% |
| 3Y | +10.5% | +93.1% | -82.5% | +11.7% |
| 5Y | -8.2% | +52.1% | -60.2% | -8.2% |
| All | +7.3% | +211.7% | -204.3% | +12.5% |
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