+12.4%
IEF vs CNH
+32.9%
-20.6%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.9% | -11.0% | -0.2% |
| 7D | +0.3% | +8.6% | -8.2% | +0.2% |
| 30D | +2.7% | +12.6% | -9.9% | +2.5% |
| 3M | -0.8% | +17.5% | -18.3% | -1.1% |
| 6M | -1.7% | +18.1% | -19.8% | -2.0% |
| YTD | -1.6% | +40.4% | -42.0% | -2.2% |
| 1Y | -1.6% | +34.0% | -35.6% | -2.1% |
| 3Y | +12.4% | +35.3% | -22.9% | +9.8% |
| All | +12.4% | +32.9% | -20.6% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling