-7.8%
IEF vs RMD
-7.7%
-0.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -2.0% | +2.1% | -4.1% | -2.1% |
| 30D | +0.7% | +2.1% | -1.4% | +0.6% |
| 3M | -2.5% | +6.2% | -8.7% | -2.8% |
| 6M | -2.6% | +19.4% | -21.9% | -3.3% |
| YTD | -3.2% | +0.5% | -3.7% | -3.4% |
| 1Y | -3.0% | -3.9% | +0.9% | -3.1% |
| 3Y | +10.5% | +72.5% | -62.0% | +7.8% |
| All | -7.8% | -7.7% | -0.1% | -9.3% |
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