+9.8%
IEF vs RACE
+647.6%
-637.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | 0.0% |
| 7D | -0.3% | -2.5% | +2.2% | -0.3% |
| 30D | -0.8% | +0.8% | -1.6% | -0.8% |
| 3M | -1.0% | +17.2% | -18.1% | -0.9% |
| 6M | -2.8% | +13.6% | -16.3% | -2.7% |
| YTD | -1.5% | +12.2% | -13.7% | -1.5% |
| 1Y | -0.4% | -16.3% | +15.8% | -0.6% |
| 3Y | +9.7% | +36.4% | -26.8% | +10.3% |
| 5Y | -8.3% | +95.0% | -103.3% | -7.0% |
| 10Y | +4.6% | +813.2% | -808.6% | +14.1% |
| All | +9.8% | +647.6% | -637.8% | +20.3% |
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