+10.1%
IEF vs CP
+20.4%
-10.3%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | +0.1% | +2.4% | -2.4% | 0.0% |
| 30D | -0.7% | -0.5% | -0.2% | -0.7% |
| 3M | -0.4% | +1.4% | -1.9% | -0.5% |
| 6M | -2.5% | +10.3% | -12.8% | -2.9% |
| YTD | -1.6% | +24.3% | -25.9% | -2.4% |
| 1Y | -1.3% | +20.4% | -21.8% | -2.0% |
| 3Y | +10.1% | +21.8% | -11.7% | +8.5% |
| All | +10.1% | +20.4% | -10.3% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling