-13.1%
CRCL vs IEF
-0.2%
-12.9%
-66.6%
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 | +17.1% | -0.3% | +17.4% | +18.0% |
| 30D | +61.3% | -0.8% | +62.0% | +64.3% |
| 3M | +12.7% | -1.0% | +13.7% | +16.1% |
| 6M | -3.1% | -2.8% | -0.3% | -2.8% |
| YTD | +28.7% | -1.5% | +30.2% | +29.4% |
| 1Y | -13.1% | -0.4% | -12.7% | -8.4% |
| All | -13.1% | -0.2% | -12.9% | -8.4% |
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