+1,056.3%
CI vs IEF
+129.4%
+926.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +1.3% | -0.3% | +1.6% | +1.1% |
| 30D | +4.4% | -0.8% | +5.2% | +3.7% |
| 3M | +0.7% | -1.0% | +1.6% | -0.2% |
| 6M | +0.3% | -2.8% | +3.1% | -2.0% |
| YTD | +3.8% | -1.5% | +5.3% | +2.5% |
| 1Y | -5.5% | -0.4% | -5.1% | -5.9% |
| 3Y | +8.1% | +9.7% | -1.5% | +17.7% |
| 5Y | +42.8% | -8.3% | +51.1% | +26.8% |
| 10Y | +143.9% | +4.6% | +139.3% | +156.3% |
| All | +1,056.3% | +129.4% | +926.9% | +2,910.7% |
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