+21.0%
IEF vs CNH
+64.7%
-43.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.1% | +0.1% |
| 7D | -0.3% | +23.3% | -23.6% | +0.3% |
| 30D | -0.8% | +33.5% | -34.2% | 0.0% |
| 3M | -1.0% | +32.7% | -33.7% | -0.2% |
| 6M | -2.8% | +22.2% | -24.9% | -2.1% |
| YTD | -1.5% | +57.7% | -59.2% | -0.1% |
| 1Y | -0.4% | +28.0% | -28.4% | +0.4% |
| 3Y | +9.7% | +11.5% | -1.9% | +10.3% |
| 5Y | -8.3% | +11.9% | -20.2% | -7.3% |
| 10Y | +4.6% | +162.8% | -158.2% | +11.5% |
| All | +21.0% | +64.7% | -43.7% | +29.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling