+31.7%
CVS vs IEF
-2.5%
+34.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.4% |
| 7D | -2.0% | -1.2% | -0.8% | -1.2% |
| 30D | +1.9% | -1.5% | +3.4% | +2.8% |
| 3M | -2.2% | -1.7% | -0.5% | -1.3% |
| 6M | +26.7% | -3.5% | +30.2% | +31.2% |
| YTD | +22.9% | -2.6% | +25.5% | +25.1% |
| All | +31.7% | -2.5% | +34.2% | +33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling