+28.0%
CB vs IEF
-3.1%
+31.1%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +2.9% | -2.0% | +4.9% | +3.3% |
| 30D | +7.3% | +0.7% | +6.6% | +7.3% |
| 3M | +9.4% | -2.5% | +11.9% | +8.6% |
| 6M | +19.6% | -2.6% | +22.2% | +18.9% |
| YTD | +21.5% | -3.2% | +24.7% | +20.9% |
| 1Y | +28.0% | -3.0% | +31.0% | +27.5% |
| All | +28.0% | -3.1% | +31.1% | +27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling