+129.6%
IEF vs CAG
+94.4%
+35.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | -0.1% |
| 7D | +0.1% | -5.3% | +5.3% | 0.0% |
| 30D | -0.7% | +1.0% | -1.7% | -0.7% |
| 3M | -0.4% | +17.4% | -17.8% | -0.1% |
| 6M | -2.5% | -16.8% | +14.3% | -2.8% |
| YTD | -1.6% | -6.8% | +5.2% | -1.7% |
| 1Y | -1.3% | -15.4% | +14.1% | -1.6% |
| 3Y | +10.1% | -37.1% | +47.2% | +9.1% |
| 5Y | -8.3% | -41.3% | +33.0% | -9.2% |
| 10Y | +4.5% | -35.5% | +39.9% | +4.7% |
| All | +129.6% | +94.4% | +35.2% | +150.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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