+2,953.7%
CLS vs IEF
+4.0%
+2,949.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.7% |
| 7D | +5.0% | -1.2% | +6.2% | +4.7% |
| 30D | +4.8% | -1.5% | +6.2% | +4.4% |
| 3M | -10.4% | -1.7% | -8.7% | -10.8% |
| 6M | +20.8% | -3.5% | +24.3% | +19.3% |
| YTD | +10.0% | -2.6% | +12.7% | +9.1% |
| 1Y | +28.5% | -2.4% | +30.9% | +27.6% |
| 3Y | +1,292.2% | +8.9% | +1,283.3% | +1,331.3% |
| 5Y | +3,616.8% | -9.2% | +3,626.0% | +3,096.7% |
| All | +2,953.7% | +4.0% | +2,949.7% | +2,953.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling