-3.0%
IEF vs CMS
-2.7%
-0.4%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.4% |
| 7D | -2.0% | +1.7% | -3.7% | -2.1% |
| 30D | +0.7% | +6.2% | -5.5% | +0.2% |
| 3M | -2.5% | +0.6% | -3.1% | -2.7% |
| 6M | -2.6% | -1.8% | -0.8% | -2.7% |
| YTD | -3.2% | +3.8% | -7.0% | -3.6% |
| 1Y | -3.0% | -1.8% | -1.3% | -2.6% |
| All | -3.0% | -2.7% | -0.4% | -2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling