+9.3%
IEF vs CART
+39.2%
-29.9%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | -1.9% | +1.2% | -3.1% | -1.9% |
| 30D | +1.1% | +17.8% | -16.7% | +1.1% |
| 3M | -1.9% | +20.7% | -22.6% | -2.0% |
| 6M | -2.4% | +49.7% | -52.1% | -2.4% |
| YTD | -3.0% | +30.0% | -33.0% | -3.1% |
| 1Y | -3.1% | +48.4% | -51.5% | -3.2% |
| 3Y | +10.7% | +132.0% | -121.3% | +9.2% |
| All | +9.3% | +39.2% | -29.9% | +8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling