-8.3%
IEF vs RL
+241.4%
-249.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | -0.1% |
| 7D | +0.1% | +1.9% | -1.8% | +0.1% |
| 30D | -0.7% | -12.2% | +11.5% | -0.7% |
| 3M | -0.4% | -6.6% | +6.2% | -0.4% |
| 6M | -2.5% | +3.2% | -5.6% | -2.5% |
| YTD | -1.6% | -1.3% | -0.3% | -1.6% |
| 1Y | -1.3% | +13.6% | -14.9% | -1.3% |
| 3Y | +10.1% | +210.9% | -200.8% | +9.4% |
| 5Y | -8.3% | +246.9% | -255.2% | -9.5% |
| All | -8.3% | +241.4% | -249.7% | -9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling