-7.4%
IEF vs ALM
+456.2%
-463.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -0.8% | -7.2% | +6.4% | -0.7% |
| 30D | +1.7% | -26.4% | +28.0% | +1.9% |
| 3M | -1.4% | -38.6% | +37.2% | -1.1% |
| 6M | -2.3% | -61.0% | +58.7% | -1.7% |
| YTD | -2.6% | -7.4% | +4.8% | -2.6% |
| 1Y | -2.7% | +14.0% | -16.6% | -2.8% |
| 3Y | +11.2% | +844.4% | -833.2% | +9.2% |
| 5Y | -7.4% | +410.8% | -418.2% | -8.9% |
| All | -7.4% | +456.2% | -463.6% | -8.9% |
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