+3.8%
IEF vs RBA
+195.3%
-191.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.8% |
| 7D | -1.2% | -3.3% | +2.1% | -1.2% |
| 30D | -1.5% | -9.8% | +8.3% | -1.5% |
| 3M | -1.7% | -23.5% | +21.8% | -1.7% |
| 6M | -3.5% | -21.5% | +18.0% | -3.5% |
| YTD | -2.6% | -21.2% | +18.5% | -2.6% |
| 1Y | -2.4% | -30.2% | +27.8% | -2.4% |
| 3Y | +8.9% | +25.3% | -16.4% | +9.0% |
| 5Y | -9.2% | +35.1% | -44.4% | -9.1% |
| All | +3.8% | +195.3% | -191.5% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling