+94.1%
CRH vs IEF
-9.5%
+103.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -6.1% | -1.3% | -4.7% | -5.5% |
| 30D | -9.3% | -1.7% | -7.5% | -8.5% |
| 3M | -15.2% | -2.5% | -12.7% | -14.2% |
| 6M | -14.2% | -3.3% | -10.9% | -12.9% |
| YTD | -28.3% | -2.8% | -25.4% | -27.3% |
| 1Y | -21.8% | -2.7% | -19.1% | -20.7% |
| 3Y | +71.6% | +8.9% | +62.7% | +66.1% |
| All | +94.1% | -9.5% | +103.6% | +67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling