+16.0%
IEF vs ALM
+3,551.9%
-3,535.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.7% | -7.9% | -0.2% |
| 7D | -2.0% | +1.2% | -3.2% | -2.0% |
| 30D | +0.7% | -19.3% | +20.0% | +0.7% |
| 3M | -2.5% | -40.6% | +38.2% | -2.5% |
| 6M | -2.6% | -57.9% | +55.4% | -2.5% |
| YTD | -3.2% | -6.7% | +3.5% | -3.2% |
| 1Y | -3.0% | +20.2% | -23.2% | -3.1% |
| 3Y | +10.5% | +879.4% | -868.9% | +10.4% |
| 5Y | -8.2% | +415.3% | -423.4% | -8.3% |
| 10Y | +6.7% | +2,100.8% | -2,094.1% | +6.4% |
| All | +16.0% | +3,551.9% | -3,535.8% | +15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling