+12.4%
IEF vs RL
+254.6%
-242.2%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.8% | -5.9% | -0.1% |
| 7D | +0.3% | +0.2% | +0.1% | +0.3% |
| 30D | +2.7% | +7.3% | -4.7% | +2.6% |
| 3M | -0.8% | +1.0% | -1.8% | -0.8% |
| 6M | -1.7% | +11.8% | -13.4% | -1.8% |
| YTD | -1.6% | +13.6% | -15.2% | -1.8% |
| 1Y | -1.6% | +24.0% | -25.6% | -1.7% |
| 3Y | +12.4% | +256.6% | -244.2% | +9.0% |
| All | +12.4% | +254.6% | -242.2% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 3y: compounded portfolio wealth divided by compounded RL 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…
3y analysis · Full analysis span regression · 6 months rolling