-7.6%
IEF vs CPB
-33.2%
+25.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | -0.2% | +2.9% | -3.0% | -0.3% |
| 30D | +1.8% | +17.6% | -15.8% | +1.2% |
| 3M | -1.2% | +2.0% | -3.2% | -1.4% |
| 6M | -2.5% | +11.6% | -14.1% | -3.0% |
| YTD | -2.5% | -13.8% | +11.3% | -2.1% |
| 1Y | -2.3% | -21.6% | +19.3% | -1.6% |
| 3Y | +11.3% | -35.8% | +47.1% | +12.9% |
| 5Y | -7.6% | -33.3% | +25.7% | -6.0% |
| All | -7.6% | -33.2% | +25.6% | -6.0% |
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