-2.0%
IEF vs CDW
+13.2%
-15.2%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +12.7% | -12.1% | +0.4% |
| 7D | +0.9% | +3.7% | -2.9% | +0.8% |
| 30D | +3.1% | +26.0% | -22.9% | +2.9% |
| 3M | -1.4% | +10.1% | -11.5% | -1.5% |
| 6M | -1.6% | +26.1% | -27.6% | -1.8% |
| YTD | -2.1% | +25.9% | -28.0% | -2.3% |
| 1Y | -2.0% | +21.5% | -23.5% | -2.1% |
| All | -2.0% | +13.2% | -15.2% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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