-8.8%
IEF vs CG
+5.5%
-14.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | -0.2% |
| 7D | -0.3% | -6.4% | +6.1% | -0.2% |
| 30D | -0.6% | -7.1% | +6.5% | -0.4% |
| 3M | -1.0% | -1.6% | +0.6% | -1.0% |
| 6M | -3.1% | -8.3% | +5.3% | -2.9% |
| YTD | -1.9% | -23.8% | +21.9% | -1.4% |
| 1Y | -1.4% | -28.7% | +27.4% | -0.8% |
| 3Y | +9.8% | +49.2% | -39.4% | +7.4% |
| 5Y | -8.8% | +5.5% | -14.3% | -11.2% |
| All | -8.8% | +5.5% | -14.3% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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