-9.2%
IEF vs RMD
-22.7%
+13.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -1.2% | -4.2% | +3.0% | -1.0% |
| 30D | -1.5% | -2.1% | +0.6% | -1.4% |
| 3M | -1.7% | +13.8% | -15.4% | -2.2% |
| 6M | -3.5% | -10.6% | +7.1% | -3.2% |
| YTD | -2.6% | -8.1% | +5.5% | -2.5% |
| 1Y | -2.4% | -18.0% | +15.6% | -1.8% |
| 3Y | +8.9% | +52.9% | -43.9% | +6.8% |
| 5Y | -9.2% | -22.3% | +13.0% | -9.1% |
| All | -9.2% | -22.7% | +13.5% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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