+10.1%
IEF vs CRL
+37.9%
-27.8%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | 0.0% |
| 7D | +0.1% | -0.6% | +0.6% | +0.1% |
| 30D | -0.7% | +5.0% | -5.7% | -0.8% |
| 3M | -0.4% | +50.6% | -51.0% | -1.5% |
| 6M | -2.5% | +60.9% | -63.4% | -3.7% |
| YTD | -1.6% | +40.7% | -42.3% | -2.6% |
| 1Y | -1.3% | +73.3% | -74.6% | -2.8% |
| 3Y | +10.1% | +40.6% | -30.5% | +7.8% |
| All | +10.1% | +37.9% | -27.8% | +7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling