+19.7%
IEF vs CG
+351.2%
-331.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | -0.1% |
| 7D | -0.3% | -4.3% | +4.0% | -0.3% |
| 30D | -0.8% | -5.1% | +4.3% | -0.8% |
| 3M | -1.0% | +8.7% | -9.6% | -0.8% |
| 6M | -2.8% | -9.2% | +6.5% | -2.9% |
| YTD | -1.5% | -18.9% | +17.4% | -1.7% |
| 1Y | -0.4% | -25.6% | +25.2% | -0.8% |
| 3Y | +9.7% | +57.3% | -47.6% | +10.9% |
| 5Y | -8.3% | +10.2% | -18.5% | -8.1% |
| 10Y | +4.6% | +364.2% | -359.6% | +12.0% |
| All | +19.7% | +351.2% | -331.5% | +29.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling