+129.6%
IEF vs ROK
+3,784.0%
-3,654.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | -0.2% |
| 7D | +0.1% | +2.8% | -2.7% | +0.2% |
| 30D | -0.7% | -2.4% | +1.7% | -0.8% |
| 3M | -0.4% | -4.7% | +4.3% | -0.6% |
| 6M | -2.5% | +16.8% | -19.2% | -1.6% |
| YTD | -1.6% | +11.4% | -13.0% | -0.9% |
| 1Y | -1.3% | +26.2% | -27.5% | +0.1% |
| 3Y | +10.1% | +51.9% | -41.8% | +13.4% |
| 5Y | -8.3% | +46.4% | -54.7% | -5.4% |
| 10Y | +4.5% | +343.5% | -339.1% | +18.0% |
| All | +129.6% | +3,784.0% | -3,654.4% | +226.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling