-10.7%
CMG vs IEF
-0.2%
-10.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -2.8% | -0.3% | -2.5% | -2.7% |
| 30D | +7.1% | -0.8% | +7.9% | +7.4% |
| 3M | +31.2% | -1.0% | +32.1% | +31.5% |
| 6M | +0.7% | -2.8% | +3.4% | +1.0% |
| YTD | -0.1% | -1.5% | +1.4% | +0.8% |
| 1Y | -10.7% | -0.4% | -10.3% | -6.7% |
| All | -10.7% | -0.2% | -10.5% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling