+4.7%
IEF vs CF
+599.7%
-595.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.2% |
| 7D | -0.3% | -0.8% | +0.5% | -0.3% |
| 30D | -0.6% | +14.3% | -14.9% | -0.2% |
| 3M | -1.0% | +27.9% | -28.8% | -0.2% |
| 6M | -3.1% | +25.5% | -28.6% | -2.3% |
| YTD | -1.9% | +81.2% | -83.1% | 0.0% |
| 1Y | -1.4% | +66.5% | -67.9% | +0.3% |
| 3Y | +9.8% | +76.7% | -66.9% | +12.1% |
| 5Y | -8.8% | +237.8% | -246.7% | -4.1% |
| 10Y | +4.7% | +619.9% | -615.2% | +14.2% |
| All | +4.7% | +599.7% | -595.0% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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