+28.1%
CDE vs IEF
+126.7%
-98.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.4% | -3.0% |
| 7D | -6.1% | -1.2% | -4.9% | -5.8% |
| 30D | +9.5% | -1.5% | +10.9% | +9.8% |
| 3M | +32.0% | -1.7% | +33.7% | +32.5% |
| 6M | -12.8% | -3.5% | -9.3% | -12.1% |
| YTD | +14.2% | -2.6% | +16.8% | +14.9% |
| 1Y | +36.3% | -2.4% | +38.7% | +37.1% |
| 3Y | +821.4% | +8.9% | +812.5% | +812.2% |
| 5Y | +194.3% | -9.2% | +203.5% | +179.2% |
| 10Y | +53.2% | +3.9% | +49.4% | +48.3% |
| All | +28.1% | +126.7% | -98.6% | +19.9% |
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 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