-2.0%
IEF vs CART
+61.3%
-63.3%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.0% | +0.5% |
| 7D | +0.9% | +1.4% | -0.5% | +0.9% |
| 30D | +3.1% | +29.7% | -26.6% | +2.7% |
| 3M | -1.4% | +29.7% | -31.1% | -1.7% |
| 6M | -1.6% | +36.8% | -38.4% | -2.0% |
| YTD | -2.1% | +31.7% | -33.8% | -3.0% |
| 1Y | -2.0% | +62.4% | -64.4% | -2.6% |
| All | -2.0% | +61.3% | -63.3% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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