+1,118.3%
CRH vs IEF
+126.3%
+992.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +0.8% |
| 7D | -6.1% | -1.3% | -4.7% | -7.3% |
| 30D | -9.3% | -1.7% | -7.5% | -10.8% |
| 3M | -15.2% | -2.5% | -12.7% | -17.4% |
| 6M | -14.2% | -3.3% | -10.9% | -17.3% |
| YTD | -28.3% | -2.8% | -25.4% | -30.5% |
| 1Y | -21.8% | -2.7% | -19.1% | -24.2% |
| 3Y | +71.6% | +8.9% | +62.7% | +86.2% |
| 5Y | +96.6% | -9.4% | +106.0% | +63.4% |
| 10Y | +253.8% | +3.7% | +250.2% | +266.2% |
| All | +1,118.3% | +126.3% | +992.1% | +2,341.1% |
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