+414.1%
CARR vs IEF
-7.5%
+421.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.0% |
| 7D | -4.1% | -1.2% | -2.9% | -3.7% |
| 30D | -11.0% | -1.5% | -9.5% | -10.5% |
| 3M | -16.4% | -1.7% | -14.7% | -15.9% |
| 6M | -2.4% | -3.5% | +1.1% | -1.3% |
| YTD | +8.4% | -2.6% | +11.1% | +9.5% |
| 1Y | -8.0% | -2.4% | -5.6% | -7.1% |
| 3Y | +0.6% | +8.9% | -8.4% | -1.7% |
| 5Y | +7.7% | -9.2% | +17.0% | -5.0% |
| All | +414.1% | -7.5% | +421.5% | +331.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling