+848.2%
CLS vs IEF
+12.0%
+836.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.1% | +8.6% | +8.5% |
| 7D | +2.8% | -0.8% | +3.5% | +2.5% |
| 30D | -30.1% | +2.0% | -32.1% | -29.8% |
| 3M | -21.7% | -1.1% | -20.7% | -21.6% |
| 6M | -36.2% | -1.9% | -34.3% | -36.3% |
| YTD | -17.8% | -2.2% | -15.6% | -18.0% |
| 1Y | -26.8% | -2.3% | -24.5% | -27.0% |
| All | +848.2% | +12.0% | +836.2% | +846.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling