+129.0%
IEF vs CRS
+5,626.5%
-5,497.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -0.3% | -0.5% | +0.2% | -0.3% |
| 30D | -0.6% | -18.1% | +17.5% | -1.1% |
| 3M | -1.0% | -12.4% | +11.4% | -1.3% |
| 6M | -3.1% | +15.9% | -19.0% | -2.5% |
| YTD | -1.9% | +45.8% | -47.7% | -0.5% |
| 1Y | -1.4% | +87.8% | -89.1% | +1.0% |
| 3Y | +9.8% | +648.7% | -638.9% | +18.3% |
| 5Y | -8.8% | +1,416.6% | -1,425.4% | +1.5% |
| 10Y | +4.7% | +1,412.7% | -1,408.0% | +19.5% |
| All | +129.0% | +5,626.5% | -5,497.5% | +185.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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