-69.3%
CPNG vs IEF
-7.4%
-61.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.2% |
| 7D | -1.1% | -1.3% | +0.2% | -0.1% |
| 30D | -7.4% | -1.7% | -5.6% | -6.1% |
| 3M | -12.3% | -2.5% | -9.8% | -10.7% |
| 6M | -19.4% | -3.3% | -16.2% | -17.4% |
| YTD | -35.9% | -2.8% | -33.1% | -34.5% |
| 1Y | -53.4% | -2.7% | -50.7% | -52.4% |
| 3Y | -20.0% | +8.9% | -28.9% | -24.5% |
| 5Y | -49.6% | -9.4% | -40.2% | -56.8% |
| All | -69.3% | -7.4% | -61.9% | -74.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling