+127.5%
IEF vs CPB
+108.8%
+18.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.9% |
| 7D | -0.2% | +2.9% | -3.0% | -0.1% |
| 30D | +1.8% | +17.6% | -15.8% | +2.1% |
| 3M | -1.2% | +2.0% | -3.2% | -1.1% |
| 6M | -2.5% | +11.6% | -14.1% | -2.2% |
| YTD | -2.5% | -13.8% | +11.3% | -2.7% |
| 1Y | -2.3% | -21.6% | +19.3% | -2.8% |
| 3Y | +11.3% | -35.8% | +47.1% | +10.4% |
| 5Y | -7.6% | -33.3% | +25.7% | -7.9% |
| 10Y | +7.3% | -39.4% | +46.7% | +7.1% |
| All | +127.5% | +108.8% | +18.7% | +152.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling