+11,365.8%
CMI vs IEF
+128.5%
+11,237.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.6% |
| 7D | +0.7% | -0.3% | +1.0% | +0.3% |
| 30D | -12.3% | -0.6% | -11.7% | -13.0% |
| 3M | -16.8% | -1.0% | -15.8% | -18.0% |
| 6M | +1.5% | -3.1% | +4.6% | -3.3% |
| YTD | +9.8% | -1.9% | +11.7% | +6.6% |
| 1Y | +42.6% | -1.4% | +43.9% | +39.4% |
| 3Y | +151.0% | +9.8% | +141.2% | +186.5% |
| 5Y | +167.0% | -8.8% | +175.8% | +115.9% |
| 10Y | +512.2% | +4.7% | +507.5% | +563.6% |
| All | +11,365.8% | +128.5% | +11,237.3% | +70,991.4% |
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