+1,312.5%
CLS vs IEF
+9.9%
+1,302.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.1% | +5.7% | +5.6% |
| 7D | +12.8% | +0.1% | +12.7% | +12.8% |
| 30D | +3.8% | -0.7% | +4.5% | +3.8% |
| 3M | -14.6% | -0.4% | -14.2% | -14.6% |
| 6M | +32.2% | -2.5% | +34.7% | +31.2% |
| YTD | +11.6% | -1.6% | +13.2% | +11.3% |
| 1Y | +35.1% | -1.3% | +36.4% | +35.0% |
| 3Y | +1,312.5% | +10.1% | +1,302.4% | +1,363.4% |
| All | +1,312.5% | +9.9% | +1,302.7% | +1,363.4% |
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