+1.4%
CRM vs IEF
-2.7%
+4.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | -4.4% | -1.3% | -3.1% | -4.4% |
| 30D | +28.1% | -1.7% | +29.9% | +28.1% |
| 3M | +48.8% | -2.5% | +51.4% | +48.3% |
| 6M | +28.3% | -3.3% | +31.5% | +27.2% |
| YTD | -6.0% | -2.8% | -3.2% | -6.2% |
| 1Y | +1.4% | -2.7% | +4.2% | +2.8% |
| All | +1.4% | -2.7% | +4.1% | +2.8% |
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