+10.5%
IEF vs ALLE
+94.0%
-83.5%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.2% |
| 7D | -2.0% | +3.6% | -5.5% | -2.2% |
| 30D | +0.7% | +25.9% | -25.2% | -0.6% |
| 3M | -2.5% | +15.8% | -18.2% | -3.4% |
| 6M | -2.6% | +48.1% | -50.6% | -4.8% |
| YTD | -3.2% | +22.0% | -25.2% | -4.6% |
| 1Y | -3.0% | +18.0% | -21.1% | -4.3% |
| 3Y | +10.5% | +93.1% | -82.5% | +6.8% |
| All | +10.5% | +94.0% | -83.5% | +6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling