+8.7%
IEF vs RACE
+658.1%
-649.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.9% |
| 7D | -0.2% | +0.2% | -0.4% | -0.2% |
| 30D | +1.8% | +6.6% | -4.8% | +1.8% |
| 3M | -1.2% | +2.2% | -3.4% | -1.2% |
| 6M | -2.5% | +22.4% | -24.9% | -2.4% |
| YTD | -2.5% | +13.8% | -16.3% | -2.4% |
| 1Y | -2.3% | +2.2% | -4.5% | -2.3% |
| 3Y | +11.3% | +25.6% | -14.3% | +11.7% |
| 5Y | -7.6% | +71.0% | -78.6% | -6.8% |
| 10Y | +7.3% | +739.1% | -731.8% | +16.4% |
| All | +8.7% | +658.1% | -649.5% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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