+1,882.1%
CB vs IEF
+127.0%
+1,755.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.4% | +0.8% |
| 7D | +0.7% | -0.2% | +0.9% | +0.6% |
| 30D | +8.2% | +1.8% | +6.4% | +9.9% |
| 3M | +6.3% | -1.2% | +7.5% | +5.0% |
| 6M | +16.2% | -2.5% | +18.7% | +13.5% |
| YTD | +19.3% | -2.5% | +21.8% | +16.5% |
| 1Y | +29.2% | -2.3% | +31.5% | +26.4% |
| 3Y | +71.4% | +11.3% | +60.2% | +90.5% |
| 5Y | +104.2% | -7.6% | +111.8% | +82.9% |
| 10Y | +246.7% | +7.3% | +239.4% | +275.8% |
| All | +1,882.1% | +127.0% | +1,755.0% | +6,770.6% |
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