+3,760.8%
COST vs IEF
+126.7%
+3,634.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | -0.4% |
| 7D | -2.5% | -1.2% | -1.3% | -3.1% |
| 30D | -4.4% | -1.5% | -3.0% | -5.2% |
| 3M | -8.1% | -1.7% | -6.4% | -8.9% |
| 6M | -9.2% | -3.5% | -5.7% | -10.9% |
| YTD | +5.1% | -2.6% | +7.7% | +3.7% |
| 1Y | -5.1% | -2.4% | -2.7% | -6.2% |
| 3Y | +70.4% | +8.9% | +61.4% | +78.8% |
| 5Y | +104.7% | -9.2% | +114.0% | +87.0% |
| 10Y | +608.8% | +3.9% | +605.0% | +627.0% |
| All | +3,760.8% | +126.7% | +3,634.1% | +9,669.2% |
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