+126.3%
IEF vs RRC
+1,591.0%
-1,464.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.8% |
| 7D | -1.9% | +2.5% | -4.4% | -1.8% |
| 30D | +1.1% | +21.1% | -20.0% | +1.6% |
| 3M | -1.9% | +28.4% | -30.3% | -1.3% |
| 6M | -2.4% | +26.5% | -28.8% | -1.7% |
| YTD | -3.0% | +47.0% | -50.0% | -1.9% |
| 1Y | -3.1% | +35.2% | -38.3% | -2.2% |
| 3Y | +10.7% | +61.0% | -50.3% | +12.5% |
| 5Y | -8.0% | +133.6% | -141.6% | -4.8% |
| 10Y | +6.9% | +72.1% | -65.2% | +12.5% |
| All | +126.3% | +1,591.0% | -1,464.7% | +168.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling