-9.5%
IEF vs RSG
+89.9%
-99.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -0.2% |
| 7D | -1.3% | 0.0% | -1.4% | -1.3% |
| 30D | -1.7% | +4.0% | -5.7% | -1.9% |
| 3M | -2.5% | +7.4% | -9.9% | -2.8% |
| 6M | -3.3% | +0.1% | -3.4% | -3.3% |
| YTD | -2.8% | +6.0% | -8.8% | -3.1% |
| 1Y | -2.7% | -3.0% | +0.3% | -2.6% |
| 3Y | +8.9% | +56.5% | -47.6% | +7.0% |
| All | -9.5% | +89.9% | -99.4% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 5y: compounded portfolio wealth divided by compounded RSG 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…
5y analysis · Full analysis span regression · 6 months rolling