+126.3%
IEF vs ATI
+2,336.0%
-2,209.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.8% |
| 7D | -1.9% | +13.0% | -14.9% | -1.6% |
| 30D | +1.1% | +0.2% | +0.9% | +1.2% |
| 3M | -1.9% | -17.5% | +15.5% | -2.4% |
| 6M | -2.4% | +18.1% | -20.5% | -1.8% |
| YTD | -3.0% | +65.7% | -68.7% | -1.4% |
| 1Y | -3.1% | +91.9% | -95.1% | -1.1% |
| 3Y | +10.7% | +335.2% | -324.6% | +16.4% |
| 5Y | -8.0% | +1,004.3% | -1,012.3% | +0.2% |
| 10Y | +6.9% | +1,019.2% | -1,012.3% | +19.5% |
| All | +126.3% | +2,336.0% | -2,209.7% | +172.0% |
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