+3,994.3%
CMG vs IEF
+90.3%
+3,904.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.7% |
| 7D | -6.5% | -0.3% | -6.2% | -6.6% |
| 30D | +12.1% | -0.6% | +12.7% | +11.8% |
| 3M | +20.6% | -1.0% | +21.6% | +20.0% |
| 6M | +2.1% | -3.1% | +5.2% | +0.4% |
| YTD | -2.6% | -1.9% | -0.8% | -3.6% |
| 1Y | -8.7% | -1.4% | -7.3% | -9.3% |
| 3Y | -7.4% | +9.8% | -17.2% | -2.6% |
| 5Y | -5.7% | -8.8% | +3.2% | -14.8% |
| 10Y | +322.3% | +4.7% | +317.7% | +337.2% |
| All | +3,994.3% | +90.3% | +3,904.0% | +7,305.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling