+20.7%
IEF vs RNG
+305.9%
-285.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.3% |
| 7D | -0.3% | -4.1% | +3.7% | -0.3% |
| 30D | -0.6% | +8.6% | -9.2% | -0.6% |
| 3M | -1.0% | +78.0% | -79.0% | -1.0% |
| 6M | -3.1% | +67.0% | -70.1% | -3.1% |
| YTD | -1.9% | +142.4% | -144.3% | -1.9% |
| 1Y | -1.4% | +120.4% | -121.8% | -1.4% |
| 3Y | +9.8% | +122.1% | -112.3% | +9.8% |
| 5Y | -8.8% | -69.8% | +61.0% | -10.6% |
| 10Y | +4.7% | +223.4% | -218.7% | +9.2% |
| All | +20.7% | +305.9% | -285.1% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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