+129.6%
IEF vs CMS
+1,704.0%
-1,574.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | -0.2% |
| 7D | +0.1% | -1.3% | +1.4% | +0.1% |
| 30D | +3.1% | +6.3% | -3.2% | +3.2% |
| 3M | -0.5% | -2.1% | +1.6% | -0.5% |
| 6M | -1.6% | -5.1% | +3.5% | -1.7% |
| YTD | -1.6% | +1.3% | -2.8% | -1.5% |
| 1Y | -1.5% | -1.4% | -0.1% | -1.5% |
| 3Y | +12.4% | +36.9% | -24.5% | +13.3% |
| 5Y | -7.5% | +32.5% | -40.0% | -6.8% |
| 10Y | +5.2% | +126.8% | -121.6% | +8.4% |
| All | +129.6% | +1,704.0% | -1,574.4% | +159.9% |
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