+12.4%
IEF vs ROIV
+351.4%
-339.0%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.6% | -4.7% | -0.2% |
| 7D | +0.3% | +13.3% | -13.0% | 0.0% |
| 30D | +2.7% | +14.8% | -12.1% | +2.4% |
| 3M | -0.8% | +11.9% | -12.7% | -1.1% |
| 6M | -1.7% | +42.4% | -44.1% | -2.5% |
| YTD | -1.6% | +87.4% | -89.1% | -3.1% |
| 1Y | -1.6% | +97.2% | -98.8% | -3.1% |
| 3Y | +12.4% | +375.7% | -363.3% | +7.2% |
| All | +12.4% | +351.4% | -339.0% | +7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling