+129.8%
IEF vs CRL
+718.4%
-588.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.6% | -0.1% |
| 7D | -0.3% | -1.0% | +0.7% | -0.3% |
| 30D | -0.8% | +10.7% | -11.4% | -0.6% |
| 3M | -1.0% | +55.3% | -56.3% | -0.1% |
| 6M | -2.8% | +60.7% | -63.4% | -1.8% |
| YTD | -1.5% | +44.6% | -46.1% | -0.7% |
| 1Y | -0.4% | +77.7% | -78.2% | +0.8% |
| 3Y | +9.7% | +37.6% | -28.0% | +10.8% |
| 5Y | -8.3% | -35.8% | +27.5% | -9.5% |
| 10Y | +4.6% | +241.7% | -237.1% | +11.7% |
| All | +129.8% | +718.4% | -588.6% | +159.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling