-14.8%
CRH vs IEF
-1.9%
-12.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.5% | +5.1% | +4.1% |
| 7D | +14.2% | +0.9% | +13.3% | +11.5% |
| 30D | +19.5% | +3.1% | +16.5% | +10.2% |
| 3M | +0.4% | -1.4% | +1.7% | +4.4% |
| 6M | -10.1% | -1.6% | -8.6% | -5.9% |
| YTD | -19.9% | -2.1% | -17.8% | -14.6% |
| 1Y | -14.8% | -2.0% | -12.9% | -9.3% |
| All | -14.8% | -1.9% | -12.9% | -9.3% |
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