+129.8%
IEF vs ATI
+2,598.5%
-2,468.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | +0.1% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | -0.8% | +2.7% | -3.5% | -0.7% |
| 3M | -1.0% | +16.3% | -17.3% | -0.5% |
| 6M | -2.8% | +30.2% | -32.9% | -1.9% |
| YTD | -1.5% | +83.6% | -85.1% | +0.4% |
| 1Y | -0.4% | +173.0% | -173.4% | +2.7% |
| 3Y | +9.7% | +356.6% | -347.0% | +15.5% |
| 5Y | -8.3% | +1,074.2% | -1,082.5% | 0.0% |
| 10Y | +4.6% | +1,136.2% | -1,131.6% | +17.3% |
| All | +129.8% | +2,598.5% | -2,468.7% | +176.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling