+3.8%
IEF vs CFG
+311.8%
-308.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | -1.2% | -1.7% | +0.5% | -1.3% |
| 30D | -1.5% | -4.6% | +3.1% | -1.6% |
| 3M | -1.7% | +7.9% | -9.6% | -1.4% |
| 6M | -3.5% | +19.9% | -23.4% | -2.8% |
| YTD | -2.6% | +21.7% | -24.3% | -1.8% |
| 1Y | -2.4% | +38.4% | -40.8% | -1.0% |
| 3Y | +8.9% | +187.0% | -178.1% | +14.6% |
| 5Y | -9.2% | +99.5% | -108.8% | -5.7% |
| All | +3.8% | +311.8% | -308.1% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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