-8.0%
IEF vs CF
+227.0%
-234.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | -0.1% |
| 7D | -0.3% | +6.0% | -6.3% | -0.2% |
| 30D | -0.8% | +14.8% | -15.6% | -0.5% |
| 3M | -1.0% | +14.1% | -15.0% | -0.6% |
| 6M | -2.8% | +28.5% | -31.3% | -2.2% |
| YTD | -1.5% | +74.9% | -76.4% | -0.4% |
| 1Y | -0.4% | +61.7% | -62.1% | +0.6% |
| 3Y | +9.7% | +80.3% | -70.7% | +11.1% |
| All | -8.0% | +227.0% | -234.9% | -4.3% |
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