+125.9%
IEF vs ROP
+3,235.4%
-3,109.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | -2.0% | +0.7% | -2.7% | -1.9% |
| 30D | +0.7% | +28.8% | -28.1% | +2.1% |
| 3M | -2.5% | +21.1% | -23.5% | -1.4% |
| 6M | -2.6% | +52.5% | -55.1% | -0.1% |
| YTD | -3.2% | +8.9% | -12.1% | -2.6% |
| 1Y | -3.0% | +8.2% | -11.3% | -2.4% |
| 3Y | +10.5% | -5.2% | +15.7% | +10.6% |
| 5Y | -8.2% | +1.7% | -9.9% | -7.6% |
| 10Y | +6.7% | +185.4% | -178.7% | +17.4% |
| All | +125.9% | +3,235.4% | -3,109.5% | +208.0% |
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