+251.7%
CB vs IEF
+7.3%
+244.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.0% |
| 7D | +2.9% | -2.0% | +4.9% | +1.9% |
| 30D | +7.3% | +0.7% | +6.6% | +7.7% |
| 3M | +9.4% | -2.5% | +11.9% | +7.9% |
| 6M | +19.6% | -2.6% | +22.2% | +18.0% |
| YTD | +21.5% | -3.2% | +24.7% | +19.4% |
| 1Y | +28.0% | -3.0% | +31.0% | +25.9% |
| 3Y | +74.9% | +10.5% | +64.3% | +87.3% |
| 5Y | +108.1% | -8.2% | +116.3% | +78.5% |
| All | +251.7% | +7.3% | +244.3% | +238.6% |
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