-4.6%
CARR vs IEF
-0.2%
-4.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +1.6% | -0.3% | +1.9% | +2.3% |
| 30D | -8.7% | -0.8% | -8.0% | -7.1% |
| 3M | -12.6% | -1.0% | -11.6% | -10.5% |
| 6M | -1.5% | -2.8% | +1.2% | +3.0% |
| YTD | +14.3% | -1.5% | +15.8% | +18.5% |
| 1Y | -4.6% | -0.4% | -4.2% | -2.2% |
| All | -4.6% | -0.2% | -4.4% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 1y: compounded portfolio wealth divided by compounded IEF 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…
1y analysis · Full analysis span regression · 6 months rolling