+552.5%
CL vs IEF
+129.2%
+423.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.0% | -2.2% |
| 7D | +1.3% | +0.1% | +1.2% | +1.4% |
| 30D | +11.4% | +3.1% | +8.3% | +12.4% |
| 3M | +4.4% | -0.5% | +4.9% | +4.2% |
| 6M | +10.8% | -1.6% | +12.4% | +10.2% |
| YTD | +25.1% | -1.6% | +26.7% | +24.4% |
| 1Y | +28.0% | -1.5% | +29.4% | +27.3% |
| 3Y | +37.6% | +12.4% | +25.2% | +43.8% |
| 5Y | +39.7% | -7.5% | +47.2% | +31.8% |
| 10Y | +75.8% | +5.2% | +70.6% | +77.7% |
| All | +552.5% | +129.2% | +423.3% | +926.9% |
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