-7.8%
IEF vs CDW
-4.0%
-3.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.2% |
| 7D | -2.0% | +9.3% | -11.3% | -2.0% |
| 30D | +0.7% | +14.4% | -13.6% | +0.6% |
| 3M | -2.5% | +21.4% | -23.9% | -2.6% |
| 6M | -2.6% | +72.8% | -75.4% | -2.8% |
| YTD | -3.2% | +28.0% | -31.2% | -3.4% |
| 1Y | -3.0% | +19.3% | -22.4% | -3.2% |
| 3Y | +10.5% | -15.3% | +25.8% | +10.6% |
| All | -7.8% | -4.0% | -3.8% | -8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling