+65.3%
CME vs IEF
+12.0%
+53.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +2.5% | -0.8% | +3.3% | +2.4% |
| 30D | +13.9% | +2.0% | +11.9% | +14.1% |
| 3M | +22.4% | -1.1% | +23.4% | +22.1% |
| 6M | +12.9% | -1.9% | +14.8% | +12.6% |
| YTD | +19.6% | -2.2% | +21.8% | +19.4% |
| 1Y | +17.7% | -2.3% | +20.0% | +17.5% |
| All | +65.3% | +12.0% | +53.3% | +73.5% |
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