+37.0%
CHYM vs IEF
-0.2%
+37.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.4% |
| 7D | +1.7% | -0.3% | +2.0% | +2.2% |
| 30D | +30.2% | -0.8% | +31.0% | +31.7% |
| 3M | +85.9% | -1.0% | +86.9% | +89.2% |
| 6M | +49.9% | -2.8% | +52.7% | +48.6% |
| YTD | +34.1% | -1.5% | +35.6% | +36.0% |
| 1Y | +37.0% | -0.4% | +37.4% | +44.5% |
| All | +37.0% | -0.2% | +37.2% | +44.5% |
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