-8.0%
IEF vs CF
+117.5%
-125.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.8% |
| 7D | -1.9% | +5.4% | -7.3% | -1.8% |
| 30D | +1.1% | +6.5% | -5.5% | +1.2% |
| 3M | -1.9% | +4.6% | -6.6% | -1.8% |
| 6M | -2.4% | -3.3% | +0.9% | -2.4% |
| YTD | -3.0% | +63.9% | -66.9% | -2.1% |
| 1Y | -3.1% | +50.4% | -53.6% | -2.4% |
| 3Y | +10.7% | +68.2% | -57.6% | +11.8% |
| 5Y | -8.0% | +113.8% | -121.8% | -5.7% |
| All | -8.0% | +117.5% | -125.5% | -5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling