-2.7%
IEF vs ALM
+247.3%
-250.0%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.5% | +6.3% | -0.1% |
| 7D | -1.3% | -11.8% | +10.5% | -1.2% |
| 30D | -1.7% | +7.8% | -9.5% | -1.8% |
| 3M | -2.5% | -9.3% | +6.7% | -2.5% |
| 6M | -3.3% | -30.5% | +27.2% | -3.2% |
| YTD | -2.8% | +75.8% | -78.6% | -3.2% |
| 1Y | -2.7% | +241.2% | -243.9% | -4.8% |
| All | -2.7% | +247.3% | -250.0% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling