+561.8%
CL vs IEF
+129.0%
+432.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +0.5% | +0.3% | +0.2% | +0.6% |
| 30D | +11.6% | +2.7% | +8.9% | +12.5% |
| 3M | +5.6% | -0.8% | +6.4% | +5.3% |
| 6M | +13.2% | -1.7% | +14.8% | +12.5% |
| YTD | +26.9% | -1.6% | +28.6% | +26.1% |
| 1Y | +27.3% | -1.6% | +28.9% | +26.6% |
| 3Y | +39.7% | +12.4% | +27.3% | +45.9% |
| 5Y | +41.3% | -7.6% | +48.9% | +33.2% |
| 10Y | +76.3% | +7.6% | +68.7% | +80.5% |
| All | +561.8% | +129.0% | +432.8% | +941.3% |
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