+3.8%
IEF vs ATI
+1,155.5%
-1,151.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.9% | -0.9% |
| 7D | -1.2% | -2.7% | +1.5% | -1.2% |
| 30D | -1.5% | -13.5% | +12.0% | -1.7% |
| 3M | -1.7% | +8.5% | -10.2% | -1.5% |
| 6M | -3.5% | +25.2% | -28.7% | -3.0% |
| YTD | -2.6% | +73.4% | -76.0% | -1.4% |
| 1Y | -2.4% | +160.5% | -162.9% | -0.1% |
| 3Y | +8.9% | +347.3% | -338.4% | +13.4% |
| 5Y | -9.2% | +1,049.0% | -1,058.2% | -2.6% |
| All | +3.8% | +1,155.5% | -1,151.8% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 10y: compounded portfolio wealth divided by compounded ATI 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…
10y analysis · Full analysis span regression · 6 months rolling