-31.9%
CEG vs IEF
-1.9%
-30.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.5% | -7.3% | -7.7% |
| 7D | -4.8% | +0.9% | -5.7% | -6.5% |
| 30D | -8.2% | +3.1% | -11.3% | -14.7% |
| 3M | -7.9% | -1.4% | -6.6% | -3.7% |
| 6M | -23.2% | -1.6% | -21.7% | -19.3% |
| YTD | -30.1% | -2.1% | -28.0% | -24.6% |
| 1Y | -31.9% | -2.0% | -29.9% | -26.5% |
| All | -31.9% | -1.9% | -30.0% | -26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling