+7.3%
IEF vs RGEN
+415.2%
-407.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.2% |
| 7D | -2.0% | -3.3% | +1.3% | -2.0% |
| 30D | +0.7% | -5.8% | +6.6% | +0.7% |
| 3M | -2.5% | +0.2% | -2.7% | -2.5% |
| 6M | -2.6% | +56.8% | -59.3% | -2.9% |
| YTD | -3.2% | +2.4% | -5.6% | -3.3% |
| 1Y | -3.0% | +11.4% | -14.5% | -3.2% |
| 3Y | +10.5% | +15.2% | -4.6% | +10.2% |
| 5Y | -8.2% | -35.1% | +26.9% | -8.7% |
| All | +7.3% | +415.2% | -407.8% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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