+4.7%
IEF vs CASY
+468.0%
-463.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -14.2% | +14.0% | -0.5% |
| 7D | -0.3% | -16.5% | +16.2% | -0.6% |
| 30D | -0.6% | -26.4% | +25.8% | -1.0% |
| 3M | -1.0% | -17.3% | +16.3% | -1.2% |
| 6M | -3.1% | -5.2% | +2.1% | -3.0% |
| YTD | -1.9% | +14.1% | -15.9% | -1.5% |
| 1Y | -1.4% | +16.6% | -18.0% | -0.9% |
| 3Y | +9.8% | +163.7% | -153.9% | +12.6% |
| 5Y | -8.8% | +231.3% | -240.1% | -5.5% |
| 10Y | +4.7% | +462.9% | -458.2% | +11.2% |
| All | +4.7% | +468.0% | -463.3% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 10y: compounded portfolio wealth divided by compounded CASY 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…
10y analysis · Full analysis span regression · 6 months rolling