+128.1%
IEF vs RL
+2,437.0%
-2,308.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | -0.1% |
| 7D | -0.8% | -4.4% | +3.6% | -0.9% |
| 30D | +2.0% | +5.6% | -3.5% | +2.3% |
| 3M | -1.1% | -0.6% | -0.4% | -1.0% |
| 6M | -1.9% | +15.5% | -17.4% | -1.3% |
| YTD | -2.2% | +12.3% | -14.6% | -1.6% |
| 1Y | -2.3% | +19.3% | -21.6% | -1.5% |
| 3Y | +11.6% | +255.5% | -244.0% | +18.0% |
| 5Y | -7.1% | +247.1% | -254.1% | -1.4% |
| 10Y | +7.8% | +346.0% | -338.3% | +18.0% |
| All | +128.1% | +2,437.0% | -2,308.9% | +175.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling