+129.5%
IEF vs CP
+2,853.6%
-2,724.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | 0.0% |
| 7D | +0.3% | +2.8% | -2.4% | +0.5% |
| 30D | +2.7% | +11.3% | -8.6% | +3.2% |
| 3M | -0.8% | +2.9% | -3.6% | -0.6% |
| 6M | -1.7% | +9.8% | -11.4% | -1.2% |
| YTD | -1.6% | +28.5% | -30.2% | -0.3% |
| 1Y | -1.6% | +33.5% | -35.1% | 0.0% |
| 3Y | +12.4% | +31.9% | -19.6% | +14.4% |
| 5Y | -7.6% | +25.5% | -33.1% | -5.9% |
| 10Y | +7.6% | +257.6% | -250.0% | +18.3% |
| All | +129.5% | +2,853.6% | -2,724.1% | +199.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling