+1,860.1%
CB vs IEF
+129.2%
+1,731.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.9% |
| 7D | +0.2% | +0.1% | +0.1% | +0.3% |
| 30D | +9.1% | +3.1% | +6.0% | +12.1% |
| 3M | +3.4% | -0.5% | +3.9% | +2.9% |
| 6M | +14.1% | -1.6% | +15.7% | +12.3% |
| YTD | +18.0% | -1.6% | +19.6% | +16.2% |
| 1Y | +30.1% | -1.5% | +31.6% | +28.3% |
| 3Y | +71.8% | +12.4% | +59.4% | +92.7% |
| 5Y | +101.8% | -7.5% | +109.3% | +80.4% |
| 10Y | +252.1% | +5.2% | +247.0% | +272.0% |
| All | +1,860.1% | +129.2% | +1,731.0% | +6,751.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling