-29.6%
CLS vs IEF
-1.9%
-27.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +0.5% | -9.6% | -9.5% |
| 7D | -21.1% | +0.9% | -22.0% | -21.8% |
| 30D | -38.2% | +3.1% | -41.3% | -41.4% |
| 3M | -36.3% | -1.4% | -35.0% | -32.4% |
| 6M | -43.8% | -1.6% | -42.3% | -40.3% |
| YTD | -20.0% | -2.1% | -17.9% | -12.6% |
| 1Y | -29.6% | -2.0% | -27.6% | -23.5% |
| All | -29.6% | -1.9% | -27.7% | -23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling