-11.1%
CHYM vs IEF
+1.0%
-12.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.3% |
| 7D | -2.3% | -1.3% | -0.9% | -0.4% |
| 30D | +4.4% | -1.7% | +6.2% | +7.0% |
| 3M | +91.3% | -2.5% | +93.8% | +98.2% |
| 6M | +44.0% | -3.3% | +47.2% | +48.2% |
| YTD | +31.1% | -2.8% | +33.9% | +35.0% |
| 1Y | +37.8% | -2.7% | +40.6% | +42.7% |
| All | -11.1% | +1.0% | -12.1% | -8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling