+129.5%
IEF vs RBA
+2,937.3%
-2,807.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | 0.0% |
| 7D | +0.3% | +2.5% | -2.2% | +0.4% |
| 30D | +2.7% | +11.6% | -8.9% | +3.0% |
| 3M | -0.8% | +1.5% | -2.3% | -0.7% |
| 6M | -1.7% | -6.6% | +5.0% | -1.8% |
| YTD | -1.6% | -6.3% | +4.6% | -1.7% |
| 1Y | -1.6% | -4.0% | +2.4% | -1.5% |
| 3Y | +12.4% | +47.3% | -34.9% | +13.9% |
| 5Y | -7.6% | +47.7% | -55.2% | -6.1% |
| 10Y | +7.6% | +224.7% | -217.2% | +13.6% |
| All | +129.5% | +2,937.3% | -2,807.9% | +167.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling