+126.7%
IEF vs CGNX
+1,965.9%
-1,839.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.3% | -0.1% |
| 7D | -1.3% | +3.2% | -4.5% | -1.3% |
| 30D | -1.7% | +6.0% | -7.7% | -1.6% |
| 3M | -2.5% | +3.5% | -6.1% | -2.3% |
| 6M | -3.3% | +26.3% | -29.5% | -2.4% |
| YTD | -2.8% | +79.2% | -82.1% | -0.7% |
| 1Y | -2.7% | +43.8% | -46.5% | -1.2% |
| 3Y | +8.9% | +52.0% | -43.0% | +11.3% |
| 5Y | -9.4% | -24.0% | +14.6% | -9.4% |
| 10Y | +3.7% | +189.1% | -185.4% | +11.7% |
| All | +126.7% | +1,965.9% | -1,839.1% | +187.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling