+75.1%
CME vs IEF
-7.4%
+82.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +14.0% |
| 3M | +22.4% | -1.1% | +23.4% | +22.3% |
| 6M | +12.9% | -1.9% | +14.8% | +12.8% |
| YTD | +19.6% | -2.2% | +21.8% | +19.5% |
| 1Y | +17.7% | -2.3% | +20.0% | +17.6% |
| 3Y | +65.3% | +11.6% | +53.7% | +65.9% |
| 5Y | +75.1% | -7.1% | +82.2% | +63.8% |
| All | +75.1% | -7.4% | +82.5% | +63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling