+216.8%
CB vs IEF
+4.2%
+212.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.4% | -1.5% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | -3.9% | -0.7% | -3.2% | -4.3% |
| 3M | +4.9% | -0.4% | +5.3% | +4.7% |
| 6M | +3.3% | -2.5% | +5.7% | +1.9% |
| YTD | +8.5% | -1.6% | +10.1% | +7.6% |
| 1Y | +22.1% | -1.3% | +23.4% | +21.3% |
| 3Y | +70.1% | +10.1% | +60.0% | +80.8% |
| 5Y | +97.4% | -8.3% | +105.7% | +67.3% |
| 10Y | +216.8% | +4.5% | +212.4% | +207.4% |
| All | +216.8% | +4.2% | +212.7% | +207.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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