+626.9%
CEG vs IEF
-4.8%
+631.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.7% |
| 7D | +1.3% | -0.3% | +1.6% | +1.4% |
| 30D | +8.8% | -0.6% | +9.4% | +8.9% |
| 3M | +17.0% | -1.0% | +18.0% | +17.2% |
| 6M | -8.7% | -3.1% | -5.7% | -8.5% |
| YTD | -16.4% | -1.9% | -14.6% | -16.2% |
| 1Y | -1.8% | -1.4% | -0.4% | -1.5% |
| 3Y | +175.8% | +9.8% | +166.0% | +169.0% |
| All | +626.9% | -4.8% | +631.8% | +654.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling