+3.8%
IEF vs CPB
-45.5%
+49.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | -0.7% |
| 7D | -1.2% | -5.4% | +4.2% | -1.1% |
| 30D | -1.5% | -7.8% | +6.4% | -1.4% |
| 3M | -1.7% | -6.9% | +5.3% | -1.6% |
| 6M | -3.5% | -12.2% | +8.7% | -3.4% |
| YTD | -2.6% | -21.1% | +18.4% | -2.4% |
| 1Y | -2.4% | -33.5% | +31.1% | -2.0% |
| 3Y | +8.9% | -43.2% | +52.1% | +9.5% |
| 5Y | -9.2% | -40.9% | +31.6% | -8.7% |
| All | +3.8% | -45.5% | +49.2% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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