-8.0%
IEF vs ROIV
+250.7%
-258.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | 0.0% |
| 7D | -0.3% | +0.6% | -0.9% | -0.3% |
| 30D | -0.8% | +1.0% | -1.7% | -0.8% |
| 3M | -1.0% | +18.3% | -19.3% | -1.2% |
| 6M | -2.8% | +18.3% | -21.1% | -3.0% |
| YTD | -1.5% | +61.0% | -62.5% | -2.0% |
| 1Y | -0.4% | +177.9% | -178.3% | -1.5% |
| 3Y | +9.7% | +199.1% | -189.4% | +8.3% |
| All | -8.0% | +250.7% | -258.7% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling