+127.5%
IEF vs CMS
+1,734.5%
-1,607.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -0.2% | +0.5% | -0.7% | -0.2% |
| 30D | +1.8% | +7.4% | -5.6% | +1.9% |
| 3M | -1.2% | +1.9% | -3.1% | -1.2% |
| 6M | -2.5% | -2.3% | -0.2% | -2.5% |
| YTD | -2.5% | +3.0% | -5.4% | -2.4% |
| 1Y | -2.3% | -2.8% | +0.5% | -2.3% |
| 3Y | +11.3% | +37.9% | -26.6% | +12.1% |
| 5Y | -7.6% | +34.0% | -41.5% | -6.8% |
| 10Y | +7.3% | +138.1% | -130.8% | +10.7% |
| All | +127.5% | +1,734.5% | -1,607.0% | +157.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling