+503.2%
CMI vs IEF
+3.8%
+499.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.1% |
| 7D | -0.7% | -1.3% | +0.6% | -1.6% |
| 30D | -12.4% | -1.7% | -10.6% | -13.4% |
| 3M | -14.8% | -2.5% | -12.2% | -16.2% |
| 6M | +0.8% | -3.3% | +4.1% | -1.5% |
| YTD | +10.2% | -2.8% | +13.0% | +8.0% |
| 1Y | +37.4% | -2.7% | +40.2% | +34.9% |
| 3Y | +153.3% | +8.9% | +144.4% | +169.9% |
| 5Y | +167.6% | -9.4% | +177.0% | +113.7% |
| All | +503.2% | +3.8% | +499.4% | +496.0% |
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