+10.3%
IEF vs RRC
+31.5%
-21.2%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +0.1% | -1.2% | +1.3% | 0.0% |
| 30D | -0.7% | +9.4% | -10.2% | -0.6% |
| 3M | -0.4% | +7.4% | -7.8% | -0.3% |
| 6M | -2.5% | +1.5% | -4.0% | -2.4% |
| YTD | -1.6% | +19.4% | -21.0% | -1.4% |
| 1Y | -1.3% | +24.2% | -25.5% | -1.1% |
| All | +10.3% | +31.5% | -21.2% | +10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling