-7.8%
IEF vs CLX
-20.8%
+13.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.2% |
| 7D | -2.0% | +9.5% | -11.5% | -2.4% |
| 30D | +0.7% | +30.7% | -30.0% | -0.6% |
| 3M | -2.5% | +4.2% | -6.7% | -2.8% |
| 6M | -2.6% | +22.1% | -24.7% | -3.6% |
| YTD | -3.2% | +14.1% | -17.3% | -4.0% |
| 1Y | -3.0% | +10.3% | -13.4% | -3.7% |
| 3Y | +10.5% | -7.8% | +18.3% | +10.3% |
| All | -7.8% | -20.8% | +13.0% | -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