+110.5%
CNC vs IEF
-1.9%
+112.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +0.5% | +12.1% | +12.2% |
| 7D | +13.4% | +0.9% | +12.5% | +12.8% |
| 30D | +18.2% | +3.1% | +15.1% | +16.6% |
| 3M | +18.6% | -1.4% | +20.0% | +18.9% |
| 6M | +41.9% | -1.6% | +43.5% | +42.7% |
| YTD | +84.7% | -2.1% | +86.8% | +89.2% |
| 1Y | +110.5% | -2.0% | +112.5% | +114.4% |
| All | +110.5% | -1.9% | +112.4% | +114.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling