-2.0%
IEF vs CAKE
+147.7%
-149.7%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.7% | -4.1% | +0.5% |
| 7D | +0.9% | +9.1% | -8.2% | +0.8% |
| 30D | +3.1% | +5.8% | -2.8% | +3.0% |
| 3M | -1.4% | +9.3% | -10.7% | -1.5% |
| 6M | -1.6% | +96.1% | -97.7% | -2.8% |
| YTD | -2.1% | +131.4% | -133.6% | -3.6% |
| 1Y | -2.0% | +146.1% | -148.1% | -3.7% |
| All | -2.0% | +147.7% | -149.7% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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