-10.0%
IEF vs ROIV
+295.0%
-305.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +18.8% | -18.8% | -0.3% |
| 7D | +0.1% | +20.2% | -20.1% | -0.1% |
| 30D | -0.7% | +14.1% | -14.9% | -0.9% |
| 3M | -0.4% | +45.6% | -46.0% | -0.9% |
| 6M | -2.5% | +44.1% | -46.6% | -2.9% |
| YTD | -1.6% | +91.2% | -92.7% | -2.3% |
| 1Y | -1.3% | +221.3% | -222.6% | -2.5% |
| 3Y | +10.1% | +229.2% | -219.1% | +8.5% |
| 5Y | -8.3% | +316.5% | -324.8% | -10.0% |
| All | -10.0% | +295.0% | -305.1% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling