+17.6%
IEF vs CG
+282.0%
-264.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.2% |
| 7D | -2.0% | +0.2% | -2.2% | -2.0% |
| 30D | +0.7% | +11.2% | -10.5% | +0.8% |
| 3M | -2.5% | -22.1% | +19.6% | -2.8% |
| 6M | -2.6% | -17.9% | +15.4% | -2.8% |
| YTD | -3.2% | -31.3% | +28.1% | -3.6% |
| 1Y | -3.0% | -24.0% | +20.9% | -3.3% |
| 3Y | +10.5% | +45.0% | -34.4% | +11.8% |
| 5Y | -8.2% | -22.6% | +14.5% | -8.9% |
| 10Y | +6.7% | +282.1% | -275.4% | +13.9% |
| All | +17.6% | +282.0% | -264.4% | +26.6% |
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