+3,185.1%
CNC vs IEF
+128.5%
+3,056.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -1.0% |
| 7D | -4.9% | -0.3% | -4.6% | -5.1% |
| 30D | -3.8% | -0.6% | -3.2% | -4.2% |
| 3M | -3.2% | -1.0% | -2.3% | -3.9% |
| 6M | +47.9% | -3.1% | +50.9% | +44.6% |
| YTD | +55.7% | -1.9% | +57.5% | +53.5% |
| 1Y | +106.2% | -1.4% | +107.6% | +104.2% |
| 3Y | -2.1% | +9.8% | -11.9% | +5.4% |
| 5Y | +3.4% | -8.8% | +12.2% | -7.9% |
| 10Y | +91.7% | +4.7% | +87.0% | +97.7% |
| All | +3,185.1% | +128.5% | +3,056.6% | +7,584.2% |
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 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