-10.6%
IEF vs RPRX
+57.8%
-68.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.3% | +5.2% | 0.0% |
| 7D | +0.1% | -2.8% | +2.8% | +0.1% |
| 30D | -0.7% | +7.2% | -7.9% | -0.8% |
| 3M | -0.4% | +10.9% | -11.3% | -0.6% |
| 6M | -2.5% | +34.6% | -37.0% | -3.0% |
| YTD | -1.6% | +59.0% | -60.6% | -2.3% |
| 1Y | -1.3% | +72.5% | -73.8% | -2.2% |
| 3Y | +10.1% | +124.1% | -114.0% | +8.6% |
| 5Y | -8.3% | +75.9% | -84.2% | -9.2% |
| All | -10.6% | +57.8% | -68.4% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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