+5,760.6%
CRM vs IEF
+103.1%
+5,657.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.7% |
| 7D | -4.4% | -1.3% | -3.1% | -5.8% |
| 30D | +28.1% | -1.7% | +29.9% | +25.7% |
| 3M | +48.8% | -2.5% | +51.4% | +44.7% |
| 6M | +28.3% | -3.3% | +31.5% | +23.7% |
| YTD | -6.0% | -2.8% | -3.2% | -8.9% |
| 1Y | +1.4% | -2.7% | +4.2% | -1.5% |
| 3Y | +11.8% | +8.9% | +2.9% | +23.1% |
| 5Y | -2.0% | -9.4% | +7.4% | -19.5% |
| 10Y | +239.6% | +3.7% | +236.0% | +255.5% |
| All | +5,760.6% | +103.1% | +5,657.5% | +14,290.0% |
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 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