+129.8%
IEF vs CHD
+2,651.8%
-2,521.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.3% | -2.7% | +2.4% | -0.3% |
| 30D | -0.8% | -4.6% | +3.8% | -0.9% |
| 3M | -1.0% | +5.0% | -6.0% | -0.9% |
| 6M | -2.8% | -3.2% | +0.5% | -2.8% |
| YTD | -1.5% | +18.6% | -20.1% | -1.1% |
| 1Y | -0.4% | +4.8% | -5.3% | -0.3% |
| 3Y | +9.7% | +6.1% | +3.5% | +10.0% |
| 5Y | -8.3% | +24.0% | -32.3% | -7.5% |
| 10Y | +4.6% | +124.5% | -119.9% | +8.9% |
| All | +129.8% | +2,651.8% | -2,521.9% | +171.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling