-3.0%
IEF vs ATI
+81.3%
-84.4%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.5% | -0.1% |
| 7D | -2.0% | +4.2% | -6.1% | -2.1% |
| 30D | +0.7% | -2.5% | +3.2% | +0.8% |
| 3M | -2.5% | -19.4% | +16.9% | -1.8% |
| 6M | -2.6% | +11.1% | -13.6% | -3.3% |
| YTD | -3.2% | +59.5% | -62.7% | -4.9% |
| 1Y | -3.0% | +85.8% | -88.8% | -5.2% |
| All | -3.0% | +81.3% | -84.4% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling