-3.0%
IEF vs CP
+31.6%
-34.6%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | -2.0% | +2.1% | -4.1% | -2.1% |
| 30D | +0.7% | +9.3% | -8.6% | +0.1% |
| 3M | -2.5% | +0.5% | -2.9% | -2.6% |
| 6M | -2.6% | +10.4% | -13.0% | -3.2% |
| YTD | -3.2% | +28.7% | -31.9% | -4.3% |
| 1Y | -3.0% | +33.2% | -36.2% | -4.5% |
| All | -3.0% | +31.6% | -34.6% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling