+7.5%
IEF vs CNH
+109.9%
-102.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.5% | -0.9% |
| 7D | -0.2% | +4.5% | -4.7% | -0.1% |
| 30D | +1.8% | +7.6% | -5.8% | +2.0% |
| 3M | -1.2% | +17.0% | -18.2% | -0.8% |
| 6M | -2.5% | +12.9% | -15.4% | -2.1% |
| YTD | -2.5% | +34.3% | -36.7% | -1.6% |
| 1Y | -2.3% | +28.5% | -30.8% | -1.5% |
| 3Y | +11.3% | +31.9% | -20.6% | +12.8% |
| 5Y | -7.6% | -9.6% | +2.0% | -7.2% |
| All | +7.5% | +109.9% | -102.4% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling