+1,298.7%
CRDO vs IEF
-5.9%
+1,304.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -4.5% | -1.3% | -3.1% | -4.4% |
| 30D | -39.2% | -1.7% | -37.5% | -39.1% |
| 3M | -38.5% | -2.5% | -35.9% | -38.3% |
| 6M | +40.6% | -3.3% | +43.8% | +40.7% |
| YTD | +13.2% | -2.8% | +16.1% | +13.4% |
| 1Y | +2.3% | -2.7% | +5.0% | +2.4% |
| 3Y | +942.5% | +8.9% | +933.6% | +905.5% |
| All | +1,298.7% | -5.9% | +1,304.6% | +1,278.7% |
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