-8.8%
IEF vs RGEN
-44.3%
+35.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -0.2% |
| 7D | -0.3% | -4.6% | +4.3% | -0.2% |
| 30D | -0.6% | +1.2% | -1.7% | -0.6% |
| 3M | -1.0% | +26.8% | -27.8% | -1.5% |
| 6M | -3.1% | +29.1% | -32.1% | -3.7% |
| YTD | -1.9% | +0.7% | -2.6% | -2.1% |
| 1Y | -1.4% | +39.1% | -40.4% | -2.2% |
| 3Y | +9.8% | +2.2% | +7.5% | +9.0% |
| 5Y | -8.8% | -44.0% | +35.2% | -9.4% |
| All | -8.8% | -44.3% | +35.5% | -9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling