+3.8%
IEF vs RRC
+6.5%
-2.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -1.2% | -1.2% | 0.0% | -1.2% |
| 30D | -1.5% | +3.0% | -4.4% | -1.4% |
| 3M | -1.7% | +7.3% | -9.0% | -1.5% |
| 6M | -3.5% | +3.6% | -7.1% | -3.4% |
| YTD | -2.6% | +19.4% | -22.0% | -2.3% |
| 1Y | -2.4% | +21.4% | -23.8% | -2.0% |
| 3Y | +8.9% | +32.8% | -23.8% | +9.7% |
| 5Y | -9.2% | +152.0% | -161.2% | -7.1% |
| All | +3.8% | +6.5% | -2.7% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling