-3.1%
CMG vs IEF
-9.5%
+6.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -2.1% | -1.3% | -0.7% | -1.7% |
| 30D | +10.9% | -1.7% | +12.7% | +11.5% |
| 3M | +15.8% | -2.5% | +18.4% | +16.7% |
| 6M | +6.9% | -3.3% | +10.2% | +8.0% |
| YTD | -2.2% | -2.8% | +0.7% | -1.3% |
| 1Y | -7.1% | -2.7% | -4.4% | -6.3% |
| 3Y | -7.1% | +8.9% | -16.0% | -10.3% |
| All | -3.1% | -9.5% | +6.4% | -7.9% |
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