+7.3%
IEF vs CP
+257.3%
-250.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | -2.0% | +2.1% | -4.1% | -1.9% |
| 30D | +0.7% | +9.3% | -8.6% | +0.9% |
| 3M | -2.5% | +0.5% | -2.9% | -2.5% |
| 6M | -2.6% | +10.4% | -13.0% | -2.3% |
| YTD | -3.2% | +28.7% | -31.9% | -2.6% |
| 1Y | -3.0% | +33.2% | -36.2% | -2.3% |
| 3Y | +10.5% | +38.4% | -27.9% | +11.8% |
| 5Y | -8.2% | +26.2% | -34.4% | -7.2% |
| All | +7.3% | +257.3% | -250.0% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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