+4.7%
IEF vs CNH
+157.1%
-152.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.2% |
| 7D | -0.3% | +1.8% | -2.1% | -0.3% |
| 30D | -0.6% | +32.6% | -33.2% | +0.1% |
| 3M | -1.0% | +29.4% | -30.4% | -0.3% |
| 6M | -3.1% | +26.0% | -29.0% | -2.5% |
| YTD | -1.9% | +52.2% | -54.1% | -0.7% |
| 1Y | -1.4% | +23.9% | -25.2% | -0.7% |
| 3Y | +9.8% | +10.1% | -0.3% | +10.3% |
| 5Y | -8.8% | +13.2% | -22.0% | -7.8% |
| 10Y | +4.7% | +160.7% | -156.0% | +11.1% |
| All | +4.7% | +157.1% | -152.4% | +11.1% |
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