+103.2%
CB vs IEF
-7.4%
+110.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | +0.2% | +0.1% | +0.1% | +0.3% |
| 30D | +9.1% | +3.1% | +6.0% | +9.3% |
| 3M | +3.4% | -0.5% | +3.9% | +3.3% |
| 6M | +14.1% | -1.6% | +15.7% | +13.9% |
| YTD | +18.0% | -1.6% | +19.6% | +17.8% |
| 1Y | +30.1% | -1.5% | +31.6% | +29.9% |
| 3Y | +71.8% | +12.4% | +59.4% | +75.3% |
| All | +103.2% | -7.4% | +110.5% | +77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling