+10.1%
IEF vs ROP
-18.5%
+28.6%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | 0.0% |
| 7D | +0.1% | -5.4% | +5.5% | +0.2% |
| 30D | -0.7% | -1.6% | +0.9% | -0.7% |
| 3M | -0.4% | +18.8% | -19.3% | -0.8% |
| 6M | -2.5% | +8.2% | -10.7% | -2.7% |
| YTD | -1.6% | -10.5% | +8.9% | -1.1% |
| 1Y | -1.3% | -23.7% | +22.4% | -0.2% |
| 3Y | +10.1% | -17.9% | +28.0% | +9.2% |
| All | +10.1% | -18.5% | +28.6% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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