+7.3%
IEF vs CRL
+350.3%
-342.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.2% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | +0.7% | +11.9% | -11.2% | +0.7% |
| 3M | -2.5% | +20.2% | -22.6% | -2.5% |
| 6M | -2.6% | +107.5% | -110.1% | -2.7% |
| YTD | -3.2% | +69.4% | -72.6% | -3.3% |
| 1Y | -3.0% | +99.7% | -102.8% | -3.2% |
| 3Y | +10.5% | +98.8% | -88.2% | +10.5% |
| 5Y | -8.2% | -12.4% | +4.3% | -9.8% |
| All | +7.3% | +350.3% | -342.9% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling