-2.0%
IEF vs CAI
+12.6%
-14.6%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.5% |
| 7D | +0.9% | -6.3% | +7.2% | +0.9% |
| 30D | +3.1% | +9.3% | -6.2% | +3.0% |
| 3M | -1.4% | +106.3% | -107.7% | -2.1% |
| 6M | -1.6% | +77.7% | -79.3% | -2.3% |
| YTD | -2.1% | +23.1% | -25.3% | -2.9% |
| 1Y | -2.0% | +6.5% | -8.5% | -2.8% |
| All | -2.0% | +12.6% | -14.6% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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