+4.7%
IEF vs CMS
+116.0%
-111.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -0.3% | +0.2% | -0.5% | -0.3% |
| 30D | -0.6% | -1.3% | +0.7% | -0.5% |
| 3M | -1.0% | -5.4% | +4.4% | -0.8% |
| 6M | -3.1% | -10.3% | +7.3% | -2.7% |
| YTD | -1.9% | -0.2% | -1.6% | -1.9% |
| 1Y | -1.4% | -0.9% | -0.5% | -1.4% |
| 3Y | +9.8% | +34.0% | -24.2% | +8.7% |
| 5Y | -8.8% | +23.6% | -32.4% | -9.6% |
| 10Y | +4.7% | +122.2% | -117.6% | -1.5% |
| All | +4.7% | +116.0% | -111.3% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded CMS 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling