+20.5%
IEF vs ALLE
+260.9%
-240.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | 0.0% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | -0.8% | -6.8% | +6.0% | -0.9% |
| 3M | -1.0% | +21.0% | -22.0% | -0.6% |
| 6M | -2.8% | +1.1% | -3.9% | -2.8% |
| YTD | -1.5% | -0.5% | -1.0% | -1.5% |
| 1Y | -0.4% | -7.3% | +6.8% | -0.6% |
| 3Y | +9.7% | +42.3% | -32.6% | +10.9% |
| 5Y | -8.3% | +13.5% | -21.8% | -8.5% |
| 10Y | +4.6% | +144.0% | -139.4% | +10.9% |
| All | +20.5% | +260.9% | -240.4% | +30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling