+322.0%
CMG vs IEF
+3.8%
+318.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -2.1% | -1.3% | -0.7% | -1.9% |
| 30D | +10.9% | -1.7% | +12.7% | +11.1% |
| 3M | +15.8% | -2.5% | +18.4% | +16.2% |
| 6M | +6.9% | -3.3% | +10.2% | +7.4% |
| YTD | -2.2% | -2.8% | +0.7% | -1.8% |
| 1Y | -7.1% | -2.7% | -4.4% | -6.8% |
| 3Y | -7.1% | +8.9% | -16.0% | -8.3% |
| 5Y | -4.8% | -9.4% | +4.6% | -9.2% |
| All | +322.0% | +3.8% | +318.2% | +363.0% |
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 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