+127.2%
IEF vs CAKE
+445.7%
-318.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.8% |
| 7D | -1.2% | -5.6% | +4.4% | -1.3% |
| 30D | -1.5% | -10.5% | +9.1% | -1.7% |
| 3M | -1.7% | +43.6% | -45.3% | -0.6% |
| 6M | -3.5% | +63.0% | -66.6% | -2.1% |
| YTD | -2.6% | +102.9% | -105.5% | -0.5% |
| 1Y | -2.4% | +75.6% | -78.0% | -0.7% |
| 3Y | +8.9% | +257.7% | -248.8% | +13.7% |
| 5Y | -9.2% | +156.0% | -165.2% | -5.8% |
| 10Y | +3.9% | +150.5% | -146.7% | +10.6% |
| All | +127.2% | +445.7% | -318.5% | +158.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling