+4.7%
IEF vs CP
+224.3%
-219.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.3% |
| 7D | -0.3% | +0.6% | -0.9% | -0.3% |
| 30D | -0.6% | -0.5% | -0.1% | -0.6% |
| 3M | -1.0% | +0.1% | -1.1% | -1.0% |
| 6M | -3.1% | +7.8% | -10.9% | -2.9% |
| YTD | -1.9% | +22.9% | -24.7% | -1.3% |
| 1Y | -1.4% | +21.3% | -22.7% | -0.8% |
| 3Y | +9.8% | +20.4% | -10.6% | +10.6% |
| 5Y | -8.8% | +34.9% | -43.8% | -7.3% |
| 10Y | +4.7% | +233.3% | -228.7% | +13.5% |
| All | +4.7% | +224.3% | -219.7% | +13.5% |
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