-81.6%
CHTR vs IEF
-9.5%
-72.1%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.8% |
| 7D | -4.1% | -1.3% | -2.7% | -3.4% |
| 30D | -3.0% | -1.7% | -1.2% | -2.0% |
| 3M | +4.8% | -2.5% | +7.3% | +6.3% |
| 6M | -35.0% | -3.3% | -31.8% | -33.8% |
| YTD | -30.2% | -2.8% | -27.3% | -29.0% |
| 1Y | -44.8% | -2.7% | -42.0% | -43.9% |
| 3Y | -66.6% | +8.9% | -75.5% | -67.8% |
| All | -81.6% | -9.5% | -72.1% | -81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling