-8.5%
IEF vs CLX
-36.6%
+28.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.2% |
| 7D | -0.3% | -4.9% | +4.6% | -0.1% |
| 30D | -0.6% | -15.8% | +15.2% | +0.2% |
| 3M | -1.0% | -7.9% | +6.9% | -0.7% |
| 6M | -3.1% | -19.0% | +16.0% | -2.3% |
| YTD | -1.9% | -7.9% | +6.1% | -1.7% |
| 1Y | -1.4% | -25.4% | +24.0% | -0.3% |
| 3Y | +9.8% | -35.0% | +44.8% | +11.3% |
| All | -8.5% | -36.6% | +28.1% | -7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling