+2,029.3%
CLS vs IEF
+7.5%
+2,021.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.4% | +4.3% |
| 7D | +23.5% | -1.9% | +25.4% | +22.7% |
| 30D | -28.9% | +1.1% | -30.0% | -28.7% |
| 3M | -25.2% | -1.9% | -23.2% | -25.5% |
| 6M | -32.1% | -2.4% | -29.7% | -32.5% |
| YTD | -14.1% | -3.0% | -11.1% | -14.8% |
| 1Y | -24.1% | -3.1% | -20.9% | -24.8% |
| 3Y | +897.0% | +10.7% | +886.3% | +933.3% |
| 5Y | +2,089.9% | -8.0% | +2,097.9% | +1,812.8% |
| All | +2,029.3% | +7.5% | +2,021.8% | +2,033.1% |
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