+1,140.6%
CI vs IEF
+127.6%
+1,012.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -1.3% | -0.8% | -0.5% | -1.9% |
| 30D | +6.4% | +2.0% | +4.4% | +8.2% |
| 3M | +10.7% | -1.1% | +11.7% | +9.6% |
| 6M | +5.5% | -1.9% | +7.4% | +3.7% |
| YTD | +11.4% | -2.2% | +13.6% | +9.2% |
| 1Y | +15.0% | -2.3% | +17.4% | +12.6% |
| 3Y | +9.0% | +11.6% | -2.6% | +20.7% |
| 5Y | +52.0% | -7.1% | +59.0% | +37.3% |
| 10Y | +150.9% | +7.8% | +143.1% | +172.3% |
| All | +1,140.6% | +127.6% | +1,012.9% | +3,106.2% |
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