+10.0%
IEF vs ATI
+358.3%
-348.3%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | -0.3% | +2.4% | -2.7% | -0.3% |
| 30D | -0.6% | -9.5% | +8.9% | -0.5% |
| 3M | -1.0% | +10.4% | -11.4% | -1.0% |
| 6M | -3.1% | +31.8% | -34.9% | -3.1% |
| YTD | -1.9% | +80.0% | -81.8% | -1.7% |
| 1Y | -1.4% | +175.8% | -177.2% | -0.9% |
| All | +10.0% | +358.3% | -348.3% | +10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling