+129.8%
IEF vs RBA
+2,549.5%
-2,419.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | 0.0% |
| 7D | -0.3% | -2.9% | +2.6% | -0.4% |
| 30D | -0.8% | -12.3% | +11.5% | -1.1% |
| 3M | -1.0% | -20.5% | +19.6% | -1.5% |
| 6M | -2.8% | -18.5% | +15.8% | -3.2% |
| YTD | -1.5% | -18.2% | +16.7% | -1.9% |
| 1Y | -0.4% | -27.5% | +27.1% | -1.1% |
| 3Y | +9.7% | +38.1% | -28.4% | +11.0% |
| 5Y | -8.3% | +44.8% | -53.1% | -6.7% |
| 10Y | +4.6% | +187.1% | -182.5% | +10.2% |
| All | +129.8% | +2,549.5% | -2,419.6% | +166.7% |
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