+71.6%
CRH vs IEF
+9.0%
+62.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -6.1% | -1.3% | -4.7% | -5.2% |
| 30D | -9.3% | -1.7% | -7.5% | -8.2% |
| 3M | -15.2% | -2.5% | -12.7% | -13.7% |
| 6M | -14.2% | -3.3% | -10.9% | -12.4% |
| YTD | -28.3% | -2.8% | -25.4% | -26.8% |
| 1Y | -21.8% | -2.7% | -19.1% | -20.2% |
| 3Y | +71.6% | +8.9% | +62.7% | +59.0% |
| All | +71.6% | +9.0% | +62.7% | +59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling