+8.9%
IEF vs CLBK
+52.2%
-43.3%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -1.3% | -1.5% | +0.1% | -1.3% |
| 30D | -1.7% | -1.0% | -0.7% | -1.7% |
| 3M | -2.5% | +22.9% | -25.4% | -3.0% |
| 6M | -3.3% | +44.2% | -47.5% | -4.1% |
| YTD | -2.8% | +64.0% | -66.8% | -3.9% |
| 1Y | -2.7% | +65.7% | -68.4% | -3.9% |
| 3Y | +8.9% | +54.1% | -45.1% | +7.0% |
| All | +8.9% | +52.2% | -43.3% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 3y: compounded portfolio wealth divided by compounded CLBK 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…
3y analysis · Full analysis span regression · 6 months rolling