+8.5%
CRCL vs IEF
+1.2%
+7.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.4% |
| 7D | -12.5% | -1.2% | -11.3% | -11.9% |
| 30D | +26.9% | -1.5% | +28.4% | +28.1% |
| 3M | +14.4% | -1.7% | +16.1% | +16.2% |
| 6M | -23.5% | -3.5% | -20.0% | -26.4% |
| YTD | +13.9% | -2.6% | +16.5% | +12.1% |
| 1Y | -20.6% | -2.4% | -18.2% | -20.1% |
| All | +8.5% | +1.2% | +7.3% | +53.0% |
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