+17.4%
IEF vs CFG
+396.4%
-379.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | -0.3% | +1.5% | -1.8% | -0.2% |
| 30D | -0.8% | -3.8% | +3.1% | -1.0% |
| 3M | -1.0% | +11.5% | -12.5% | -0.4% |
| 6M | -2.8% | +19.2% | -21.9% | -1.9% |
| YTD | -1.5% | +23.7% | -25.2% | -0.4% |
| 1Y | -0.4% | +38.8% | -39.3% | +1.3% |
| 3Y | +9.7% | +178.9% | -169.2% | +16.2% |
| 5Y | -8.3% | +101.8% | -110.1% | -4.0% |
| 10Y | +4.6% | +317.3% | -312.7% | +19.9% |
| All | +17.4% | +396.4% | -379.0% | +37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling