-1.2%
IEF vs CGNX
+19.2%
-20.4%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -10.5% | +10.8% | +0.5% |
| 7D | +0.8% | -19.5% | +20.2% | +1.1% |
| 30D | +3.2% | -28.4% | +31.6% | +3.7% |
| 3M | -1.1% | -32.7% | +31.7% | -0.5% |
| 6M | -1.4% | -19.0% | +17.7% | -1.3% |
| YTD | -1.8% | +32.6% | -34.4% | -2.6% |
| 1Y | -1.2% | +18.0% | -19.2% | -1.9% |
| All | -1.2% | +19.2% | -20.4% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 1y: compounded portfolio wealth divided by compounded CGNX 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…
1y analysis · Full analysis span regression · 6 months rolling