-8.8%
IEF vs ALM
+958.0%
-966.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | -0.3% |
| 7D | -0.3% | +3.6% | -3.9% | -0.3% |
| 30D | -0.6% | +33.8% | -34.4% | -0.8% |
| 3M | -1.0% | +14.8% | -15.8% | -1.1% |
| 6M | -3.1% | -7.0% | +3.9% | -3.2% |
| YTD | -1.9% | +108.1% | -109.9% | -2.4% |
| 1Y | -1.4% | +313.8% | -315.1% | -2.3% |
| 3Y | +9.8% | +2,227.6% | -2,217.8% | +7.3% |
| 5Y | -8.8% | +956.6% | -965.5% | -10.9% |
| All | -8.8% | +958.0% | -966.8% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling