-12.0%
CHYM vs IEF
+1.2%
-13.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.7% | -4.4% |
| 7D | -2.9% | -1.2% | -1.7% | -1.3% |
| 30D | +3.0% | -1.5% | +4.4% | +5.2% |
| 3M | +98.7% | -1.7% | +100.4% | +104.1% |
| 6M | +46.4% | -3.5% | +50.0% | +49.7% |
| YTD | +29.8% | -2.6% | +32.4% | +33.3% |
| 1Y | +40.5% | -2.4% | +42.8% | +45.0% |
| All | -12.0% | +1.2% | -13.2% | -9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling