+303.4%
CME vs IEF
+7.3%
+296.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.7% |
| 7D | +3.9% | -2.0% | +5.9% | +3.0% |
| 30D | +11.3% | +0.7% | +10.6% | +11.7% |
| 3M | +19.6% | -2.5% | +22.0% | +18.1% |
| 6M | +8.1% | -2.6% | +10.6% | +6.8% |
| YTD | +20.4% | -3.2% | +23.6% | +18.6% |
| 1Y | +16.5% | -3.0% | +19.5% | +14.9% |
| 3Y | +66.4% | +10.5% | +55.9% | +76.7% |
| 5Y | +74.5% | -8.2% | +82.6% | +50.9% |
| All | +303.4% | +7.3% | +296.1% | +320.8% |
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