-2.7%
CEG vs IEF
-0.2%
-2.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | +8.0% | -0.3% | +8.3% | +8.6% |
| 30D | +12.9% | -0.8% | +13.7% | +14.7% |
| 3M | +13.2% | -1.0% | +14.1% | +15.6% |
| 6M | -7.0% | -2.8% | -4.2% | -3.3% |
| YTD | -15.0% | -1.5% | -13.5% | -11.6% |
| 1Y | -2.7% | -0.4% | -2.3% | +2.6% |
| All | -2.7% | -0.2% | -2.5% | +2.6% |
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 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