+12.1%
CI vs IEF
-3.1%
+15.2%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +1.2% | -2.0% | +3.1% | +2.0% |
| 30D | +2.6% | +0.7% | +1.9% | +2.4% |
| 3M | +7.4% | -2.5% | +9.9% | +7.1% |
| 6M | -0.1% | -2.6% | +2.5% | -0.1% |
| YTD | +9.7% | -3.2% | +12.9% | +8.9% |
| 1Y | +12.1% | -3.0% | +15.2% | +11.0% |
| All | +12.1% | -3.1% | +15.2% | +11.0% |
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