+28.1%
CL vs IEF
-8.2%
+36.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -1.4% | +0.1% | -1.4% | -1.4% |
| 30D | -5.2% | -0.7% | -4.5% | -4.9% |
| 3M | +3.3% | -0.4% | +3.7% | +3.5% |
| 6M | -4.4% | -2.5% | -1.9% | -3.4% |
| YTD | +13.9% | -1.6% | +15.5% | +14.7% |
| 1Y | +7.6% | -1.3% | +8.9% | +8.3% |
| 3Y | +29.6% | +10.1% | +19.5% | +26.3% |
| 5Y | +28.1% | -8.3% | +36.4% | +24.8% |
| All | +28.1% | -8.2% | +36.2% | +24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling