-17.9%
CLS vs IEF
-3.1%
-14.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.3% |
| 7D | +16.3% | -2.0% | +18.3% | +17.5% |
| 30D | -25.7% | +0.7% | -26.4% | -28.1% |
| 3M | -30.9% | -2.5% | -28.4% | -26.8% |
| 6M | -35.5% | -2.6% | -32.9% | -31.7% |
| YTD | -18.7% | -3.2% | -15.5% | -10.7% |
| 1Y | -17.9% | -3.0% | -14.9% | -10.3% |
| All | -17.9% | -3.1% | -14.8% | -10.3% |
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