-8.3%
IEF vs CFG
+100.9%
-109.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | -0.1% |
| 7D | +0.1% | +2.7% | -2.6% | +0.1% |
| 30D | -0.7% | -3.7% | +3.0% | -0.8% |
| 3M | -0.4% | +9.5% | -9.9% | -0.3% |
| 6M | -2.5% | +22.2% | -24.7% | -2.3% |
| YTD | -1.6% | +22.3% | -23.9% | -1.4% |
| 1Y | -1.3% | +39.4% | -40.8% | -0.9% |
| 3Y | +10.1% | +188.5% | -178.4% | +11.6% |
| 5Y | -8.3% | +101.5% | -109.8% | -8.0% |
| All | -8.3% | +100.9% | -109.2% | -8.0% |
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 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