+67.3%
CSGP vs IEF
+6.4%
+60.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.3% | +2.3% |
| 7D | -1.8% | +0.3% | -2.2% | -1.9% |
| 30D | +5.3% | +2.7% | +2.6% | +5.0% |
| 3M | +3.3% | -0.8% | +4.1% | +3.3% |
| 6M | -4.7% | -1.7% | -3.0% | -4.7% |
| YTD | -53.5% | -1.6% | -51.9% | -53.5% |
| 1Y | -53.7% | -1.6% | -52.2% | -53.7% |
| 3Y | -59.7% | +12.4% | -72.1% | -59.8% |
| 5Y | -62.5% | -7.6% | -54.9% | -67.0% |
| 10Y | +67.3% | +7.6% | +59.7% | +77.7% |
| All | +67.3% | +6.4% | +60.9% | +77.7% |
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