-7.6%
IEF vs CFG
+66.0%
-73.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.9% |
| 7D | -0.2% | +0.7% | -0.9% | -0.2% |
| 30D | +1.8% | +2.8% | -1.0% | +1.8% |
| 3M | -1.2% | -10.1% | +8.9% | -1.3% |
| 6M | -2.5% | +3.2% | -5.7% | -2.5% |
| YTD | -2.5% | +14.2% | -16.7% | -2.3% |
| 1Y | -2.3% | +27.4% | -29.7% | -2.0% |
| 3Y | +11.3% | +187.6% | -176.3% | +12.5% |
| 5Y | -7.6% | +65.7% | -73.3% | -8.2% |
| All | -7.6% | +66.0% | -73.6% | -8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling