-8.3%
IEF vs CNH
+7.1%
-15.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.6% | +5.5% | -0.1% |
| 7D | +0.1% | +8.8% | -8.7% | 0.0% |
| 30D | -0.7% | +24.7% | -25.4% | -0.8% |
| 3M | -0.4% | +27.3% | -27.8% | -0.5% |
| 6M | -2.5% | +23.2% | -25.6% | -2.6% |
| YTD | -1.6% | +48.9% | -50.5% | -1.6% |
| 1Y | -1.3% | +19.4% | -20.7% | -1.4% |
| 3Y | +10.1% | +7.8% | +2.3% | +9.6% |
| 5Y | -8.3% | +8.7% | -17.0% | -8.2% |
| All | -8.3% | +7.1% | -15.4% | -8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling