+150.9%
CI vs IEF
+7.3%
+143.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -1.3% | -0.8% | -0.5% | -1.7% |
| 30D | +6.4% | +2.0% | +4.4% | +7.5% |
| 3M | +10.7% | -1.1% | +11.7% | +10.0% |
| 6M | +5.5% | -1.9% | +7.4% | +4.3% |
| YTD | +11.4% | -2.2% | +13.6% | +10.0% |
| 1Y | +15.0% | -2.3% | +17.4% | +13.5% |
| 3Y | +9.0% | +11.6% | -2.6% | +17.8% |
| 5Y | +52.0% | -7.1% | +59.0% | +28.8% |
| 10Y | +150.9% | +7.8% | +143.1% | +157.1% |
| All | +150.9% | +7.3% | +143.6% | +157.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling