+7.5%
IEF vs ALM
+1,942.8%
-1,935.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.7% | -0.8% |
| 7D | -1.9% | -4.0% | +2.1% | -1.9% |
| 30D | +1.1% | -30.5% | +31.6% | +1.3% |
| 3M | -1.9% | -46.9% | +45.0% | -1.7% |
| 6M | -2.4% | -65.5% | +63.1% | -2.0% |
| YTD | -3.0% | -13.4% | +10.4% | -3.0% |
| 1Y | -3.1% | +9.8% | -12.9% | -3.2% |
| 3Y | +10.7% | +783.1% | -772.4% | +9.4% |
| 5Y | -8.0% | +378.3% | -386.3% | -9.0% |
| All | +7.5% | +1,942.8% | -1,935.3% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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