+18.1%
IEF vs ALM
+7,705.7%
-7,687.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | 0.0% |
| 7D | -0.3% | -2.6% | +2.3% | -0.3% |
| 30D | -0.8% | +32.0% | -32.8% | -0.8% |
| 3M | -1.0% | -15.0% | +14.1% | -1.0% |
| 6M | -2.8% | -10.1% | +7.4% | -2.8% |
| YTD | -1.5% | +99.4% | -100.9% | -1.5% |
| 1Y | -0.4% | +316.4% | -316.8% | -0.5% |
| 3Y | +9.7% | +2,022.0% | -2,012.3% | +9.4% |
| 5Y | -8.3% | +941.2% | -949.5% | -8.5% |
| 10Y | +4.6% | +2,950.3% | -2,945.7% | +4.3% |
| All | +18.1% | +7,705.7% | -7,687.7% | +17.1% |
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