+20.0%
IEF vs CDW
+1,039.4%
-1,019.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | 0.0% |
| 7D | -0.8% | +2.6% | -3.4% | -0.7% |
| 30D | +2.0% | +20.4% | -18.4% | +2.5% |
| 3M | -1.1% | +28.5% | -29.5% | -0.4% |
| 6M | -1.9% | +70.6% | -72.5% | -0.3% |
| YTD | -2.2% | +29.1% | -31.3% | -1.3% |
| 1Y | -2.3% | +23.8% | -26.1% | -1.6% |
| 3Y | +11.6% | -14.5% | +26.1% | +11.5% |
| 5Y | -7.1% | -1.6% | -5.5% | -6.4% |
| 10Y | +7.8% | +322.0% | -314.2% | +17.4% |
| All | +20.0% | +1,039.4% | -1,019.4% | +32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling