+3.8%
IEF vs ALM
+2,776.7%
-2,773.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.6% | +8.8% | -0.7% |
| 7D | -1.2% | -7.1% | +5.9% | -1.2% |
| 30D | -1.5% | +24.7% | -26.1% | -1.6% |
| 3M | -1.7% | +8.3% | -10.0% | -1.7% |
| 6M | -3.5% | -22.2% | +18.7% | -3.5% |
| YTD | -2.6% | +88.1% | -90.7% | -3.0% |
| 1Y | -2.4% | +272.4% | -274.7% | -3.0% |
| 3Y | +8.9% | +2,004.1% | -1,995.2% | +7.4% |
| 5Y | -9.2% | +915.8% | -925.0% | -10.4% |
| All | +3.8% | +2,776.7% | -2,773.0% | +1.5% |
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