+1,116.5%
CI vs IEF
+129.0%
+987.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.6% |
| 7D | +0.1% | +0.3% | -0.2% | +0.4% |
| 30D | +4.7% | +2.7% | +2.0% | +7.0% |
| 3M | +5.2% | -0.8% | +6.0% | +4.4% |
| 6M | +3.8% | -1.7% | +5.4% | +2.2% |
| YTD | +9.2% | -1.6% | +10.9% | +7.6% |
| 1Y | +14.3% | -1.6% | +15.8% | +12.6% |
| 3Y | +8.4% | +12.4% | -3.9% | +20.8% |
| 5Y | +50.0% | -7.6% | +57.6% | +34.3% |
| 10Y | +142.2% | +7.6% | +134.6% | +161.8% |
| All | +1,116.5% | +129.0% | +987.5% | +3,059.5% |
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