+92.1%
IEF vs CF
+5,948.3%
-5,856.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | -0.1% |
| 7D | -0.3% | +6.0% | -6.3% | -0.1% |
| 30D | -0.8% | +14.8% | -15.6% | -0.3% |
| 3M | -1.0% | +14.1% | -15.0% | -0.5% |
| 6M | -2.8% | +28.5% | -31.3% | -1.7% |
| YTD | -1.5% | +74.9% | -76.4% | +0.7% |
| 1Y | -0.4% | +61.7% | -62.1% | +1.6% |
| 3Y | +9.7% | +80.3% | -70.7% | +12.6% |
| 5Y | -8.3% | +226.0% | -234.3% | -3.1% |
| 10Y | +4.6% | +569.9% | -565.3% | +15.5% |
| All | +92.1% | +5,948.3% | -5,856.2% | +124.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling