+84.9%
CL vs IEF
+6.9%
+77.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.2% |
| 7D | +2.6% | -0.2% | +2.7% | +2.6% |
| 30D | +11.8% | +1.8% | +10.0% | +11.6% |
| 3M | +5.9% | -1.2% | +7.1% | +6.0% |
| 6M | +13.3% | -2.5% | +15.8% | +13.5% |
| YTD | +27.1% | -2.5% | +29.6% | +27.4% |
| 1Y | +28.0% | -2.3% | +30.3% | +28.3% |
| 3Y | +39.4% | +11.3% | +28.1% | +40.5% |
| 5Y | +40.8% | -7.6% | +48.4% | +31.4% |
| 10Y | +84.9% | +7.3% | +77.6% | +71.0% |
| All | +84.9% | +6.9% | +77.9% | +71.0% |
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 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