+3.6%
IEF vs CLX
-3.7%
+7.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +1.0% | -0.2% |
| 7D | -1.3% | -5.7% | +4.4% | -1.2% |
| 30D | -1.7% | -17.0% | +15.3% | -1.3% |
| 3M | -2.5% | -9.7% | +7.1% | -2.3% |
| 6M | -3.3% | -19.8% | +16.6% | -2.8% |
| YTD | -2.8% | -9.8% | +7.0% | -2.6% |
| 1Y | -2.7% | -26.2% | +23.4% | -2.1% |
| 3Y | +8.9% | -36.2% | +45.1% | +9.8% |
| 5Y | -9.4% | -38.3% | +28.9% | -8.9% |
| All | +3.6% | -3.7% | +7.2% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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