+42.8%
IEF vs CBOE
+1,025.9%
-983.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | -0.1% |
| 7D | +0.1% | -4.6% | +4.7% | -0.1% |
| 30D | -0.7% | +2.6% | -3.4% | -0.6% |
| 3M | -0.4% | +4.9% | -5.4% | -0.2% |
| 6M | -2.5% | -2.2% | -0.3% | -2.4% |
| YTD | -1.6% | +17.7% | -19.3% | -0.9% |
| 1Y | -1.3% | +26.1% | -27.4% | -0.4% |
| 3Y | +10.1% | +97.1% | -87.0% | +13.1% |
| 5Y | -8.3% | +149.2% | -157.5% | -4.7% |
| 10Y | +4.5% | +385.1% | -380.6% | +13.9% |
| All | +42.8% | +1,025.9% | -983.1% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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