+129.8%
IEF vs CP
+2,771.0%
-2,641.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | 0.0% |
| 7D | -0.3% | -2.7% | +2.4% | -0.4% |
| 30D | -0.8% | +0.2% | -0.9% | -0.8% |
| 3M | -1.0% | +2.6% | -3.5% | -0.8% |
| 6M | -2.8% | +6.0% | -8.7% | -2.4% |
| YTD | -1.5% | +24.9% | -26.4% | -0.3% |
| 1Y | -0.4% | +20.1% | -20.5% | +0.6% |
| 3Y | +9.7% | +16.4% | -6.7% | +10.9% |
| 5Y | -8.3% | +31.7% | -40.1% | -6.3% |
| 10Y | +4.6% | +223.9% | -219.3% | +14.4% |
| All | +129.8% | +2,771.0% | -2,641.2% | +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