+12.0%
IEF vs CART
+112.9%
-100.9%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.1% |
| 7D | +0.1% | +3.0% | -2.8% | +0.1% |
| 30D | +3.1% | +28.6% | -25.5% | +3.1% |
| 3M | -0.8% | +29.1% | -29.9% | -0.8% |
| 6M | -2.0% | +44.7% | -46.7% | -1.8% |
| YTD | -1.9% | +29.2% | -31.1% | -1.9% |
| 1Y | -1.8% | +66.2% | -68.0% | -1.6% |
| 3Y | +12.0% | +112.8% | -100.8% | +11.7% |
| All | +12.0% | +112.9% | -100.9% | +11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling