-7.8%
IEF vs CHD
+33.2%
-41.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.3% |
| 7D | -2.0% | +3.6% | -5.6% | -2.2% |
| 30D | +0.7% | +10.4% | -9.7% | +0.1% |
| 3M | -2.5% | +12.2% | -14.7% | -3.2% |
| 6M | -2.6% | +19.9% | -22.5% | -3.7% |
| YTD | -3.2% | +36.4% | -39.6% | -5.0% |
| 1Y | -3.0% | +35.1% | -38.2% | -4.8% |
| 3Y | +10.5% | +29.2% | -18.7% | +8.4% |
| All | -7.8% | +33.2% | -41.0% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 5y: compounded portfolio wealth divided by compounded CHD 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…
5y analysis · Full analysis span regression · 6 months rolling