+129.8%
IEF vs ROP
+2,723.1%
-2,593.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.5% | -0.2% |
| 7D | -0.3% | -4.4% | +4.1% | -0.5% |
| 30D | -0.8% | +3.2% | -4.0% | -0.6% |
| 3M | -1.0% | +23.1% | -24.0% | +0.3% |
| 6M | -2.8% | +13.3% | -16.1% | -2.0% |
| YTD | -1.5% | -7.9% | +6.4% | -1.8% |
| 1Y | -0.4% | -22.1% | +21.6% | -1.7% |
| 3Y | +9.7% | -16.8% | +26.5% | +8.9% |
| 5Y | -8.3% | -13.5% | +5.2% | -8.6% |
| 10Y | +4.6% | +137.7% | -133.1% | +13.9% |
| All | +129.8% | +2,723.1% | -2,593.3% | +210.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling