+129.0%
IEF vs RRX
+1,121.5%
-992.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | -0.4% |
| 7D | -0.3% | -0.7% | +0.4% | -0.3% |
| 30D | -0.6% | -8.0% | +7.4% | -0.9% |
| 3M | -1.0% | -25.1% | +24.1% | -2.0% |
| 6M | -3.1% | -18.3% | +15.2% | -3.6% |
| YTD | -1.9% | +14.2% | -16.0% | -0.7% |
| 1Y | -1.4% | +13.0% | -14.4% | -0.1% |
| 3Y | +9.8% | +4.2% | +5.6% | +11.6% |
| 5Y | -8.8% | +17.9% | -26.7% | -6.0% |
| 10Y | +4.7% | +220.4% | -215.8% | +17.3% |
| All | +129.0% | +1,121.5% | -992.6% | +191.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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