-19.8%
CEG vs IEF
-3.1%
-16.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.6% | +4.3% |
| 7D | +17.8% | -1.9% | +19.8% | +22.2% |
| 30D | -4.5% | +1.1% | -5.6% | -8.0% |
| 3M | +1.5% | -1.9% | +3.4% | +6.7% |
| 6M | -3.5% | -2.4% | -1.1% | +2.8% |
| YTD | -19.7% | -3.0% | -16.7% | -12.1% |
| 1Y | -19.8% | -3.1% | -16.6% | -12.0% |
| All | -19.8% | -3.1% | -16.7% | -12.0% |
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