-8.3%
IEF vs CPB
-38.5%
+30.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.2% |
| 7D | +0.1% | -8.2% | +8.3% | +0.3% |
| 30D | -0.7% | -5.6% | +4.9% | -0.6% |
| 3M | -0.4% | +3.0% | -3.4% | -0.6% |
| 6M | -2.5% | -12.7% | +10.2% | -2.1% |
| YTD | -1.6% | -18.0% | +16.4% | -1.0% |
| 1Y | -1.3% | -31.7% | +30.4% | -0.1% |
| 3Y | +10.1% | -41.0% | +51.0% | +11.9% |
| 5Y | -8.3% | -38.4% | +30.1% | -6.4% |
| All | -8.3% | -38.5% | +30.2% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling