+496.4%
CL vs IEF
+129.4%
+367.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.4% | -1.5% |
| 7D | -2.2% | -0.3% | -1.9% | -2.3% |
| 30D | -4.8% | -0.8% | -4.1% | -5.1% |
| 3M | +4.9% | -1.0% | +5.9% | +4.6% |
| 6M | -5.7% | -2.8% | -3.0% | -6.6% |
| YTD | +14.4% | -1.5% | +15.9% | +13.8% |
| 1Y | +8.7% | -0.4% | +9.2% | +8.6% |
| 3Y | +30.0% | +9.7% | +20.3% | +34.5% |
| 5Y | +28.4% | -8.3% | +36.7% | +20.5% |
| 10Y | +50.1% | +4.6% | +45.5% | +51.3% |
| All | +496.4% | +129.4% | +367.1% | +839.4% |
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