+27.3%
CRDO vs IEF
-0.2%
+27.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | -26.7% | -0.3% | -26.4% | -26.5% |
| 30D | -24.1% | -0.8% | -23.3% | -23.4% |
| 3M | -21.6% | -1.0% | -20.6% | -21.2% |
| 6M | +66.3% | -2.8% | +69.1% | +63.2% |
| YTD | +18.5% | -1.5% | +20.0% | +18.8% |
| 1Y | +27.3% | -0.4% | +27.7% | +25.8% |
| All | +27.3% | -0.2% | +27.5% | +25.8% |
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