+1,292.6%
CLS vs IEF
+129.4%
+1,163.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +4.6% | -0.3% | +4.9% | +4.2% |
| 30D | -13.9% | -0.8% | -13.1% | -14.8% |
| 3M | -26.6% | -1.0% | -25.6% | -27.7% |
| 6M | +15.4% | -2.8% | +18.2% | +10.6% |
| YTD | +5.7% | -1.5% | +7.2% | +3.0% |
| 1Y | +41.1% | -0.4% | +41.5% | +39.5% |
| 3Y | +1,228.6% | +9.7% | +1,218.9% | +1,393.8% |
| 5Y | +3,240.6% | -8.3% | +3,249.0% | +2,656.5% |
| 10Y | +2,760.3% | +4.6% | +2,755.7% | +2,910.1% |
| All | +1,292.6% | +129.4% | +1,163.2% | +11,471.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling