+3.6%
IEF vs ROK
+357.9%
-354.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.2% |
| 7D | -1.3% | -1.2% | -0.1% | -1.4% |
| 30D | -1.7% | -4.8% | +3.1% | -1.8% |
| 3M | -2.5% | -6.1% | +3.6% | -2.6% |
| 6M | -3.3% | +15.5% | -18.7% | -2.9% |
| YTD | -2.8% | +11.2% | -14.0% | -2.5% |
| 1Y | -2.7% | +23.8% | -26.6% | -2.1% |
| 3Y | +8.9% | +53.1% | -44.2% | +10.5% |
| 5Y | -9.4% | +48.3% | -57.7% | -8.3% |
| All | +3.6% | +357.9% | -354.4% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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