+49.0%
CCL vs IEF
+10.0%
+39.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -1.9% |
| 7D | -4.4% | -0.3% | -4.1% | -4.1% |
| 30D | -18.2% | -0.6% | -17.6% | -17.7% |
| 3M | -17.7% | -1.0% | -16.7% | -16.8% |
| 6M | -13.0% | -3.1% | -9.9% | -11.1% |
| YTD | -24.5% | -1.9% | -22.6% | -23.0% |
| 1Y | -26.9% | -1.4% | -25.6% | -25.6% |
| All | +49.0% | +10.0% | +39.0% | +31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling