+8.9%
CRCL vs IEF
+1.1%
+7.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -11.2% | -1.3% | -9.9% | -10.5% |
| 30D | +27.1% | -1.7% | +28.9% | +28.5% |
| 3M | +9.6% | -2.5% | +12.2% | +11.0% |
| 6M | -19.7% | -3.3% | -16.4% | -21.3% |
| YTD | +14.2% | -2.8% | +17.1% | +12.6% |
| 1Y | -32.2% | -2.7% | -29.5% | -32.3% |
| All | +8.9% | +1.1% | +7.8% | +53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling