+3.6%
IEF vs CGNX
+168.4%
-164.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.7% | +6.6% | -0.2% |
| 7D | -1.4% | -3.8% | +2.3% | -1.5% |
| 30D | -1.9% | -8.6% | +6.7% | -2.0% |
| 3M | -2.5% | -5.7% | +3.2% | -2.5% |
| 6M | -2.9% | +25.2% | -28.1% | -2.6% |
| YTD | -2.9% | +67.2% | -70.1% | -2.1% |
| 1Y | -2.5% | +35.8% | -38.3% | -2.0% |
| 3Y | +8.8% | +40.5% | -31.7% | +9.7% |
| 5Y | -9.9% | -29.7% | +19.8% | -11.0% |
| 10Y | +3.6% | +166.0% | -162.4% | +8.4% |
| All | +3.6% | +168.4% | -164.8% | +8.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling