+8.9%
IEF vs CRBG
+122.1%
-113.2%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.2% |
| 7D | -1.3% | +0.6% | -1.9% | -1.3% |
| 30D | -1.7% | +2.6% | -4.4% | -1.7% |
| 3M | -2.5% | +24.0% | -26.5% | -2.3% |
| 6M | -3.3% | +50.5% | -53.8% | -2.8% |
| YTD | -2.8% | +17.1% | -20.0% | -2.7% |
| 1Y | -2.7% | +5.9% | -8.6% | -2.8% |
| 3Y | +8.9% | +122.7% | -113.8% | +8.5% |
| All | +8.9% | +122.1% | -113.2% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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