0.0%
CNC vs IEF
+9.0%
-9.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.7% | +1.6% |
| 7D | -0.9% | -1.3% | +0.4% | -0.6% |
| 30D | -1.0% | -1.7% | +0.8% | -0.6% |
| 3M | +4.5% | -2.5% | +7.1% | +5.1% |
| 6M | +85.2% | -3.3% | +88.5% | +86.6% |
| YTD | +61.4% | -2.8% | +64.2% | +62.6% |
| 1Y | +94.9% | -2.7% | +97.6% | +96.3% |
| 3Y | 0.0% | +8.9% | -8.9% | +0.2% |
| All | 0.0% | +9.0% | -9.0% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling