-20.5%
CRH vs IEF
-2.7%
-17.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.7% |
| 7D | -5.6% | -1.4% | -4.2% | -2.1% |
| 30D | -8.4% | -1.9% | -6.5% | -3.9% |
| 3M | -16.1% | -2.5% | -13.6% | -10.6% |
| 6M | -10.2% | -2.9% | -7.3% | -3.6% |
| YTD | -27.9% | -2.9% | -25.0% | -22.3% |
| All | -20.5% | -2.7% | -17.8% | -13.6% |
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 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