+127.2%
IEF vs RSG
+2,943.6%
-2,816.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | -1.2% | -1.8% | +0.6% | -1.3% |
| 30D | -1.5% | +2.8% | -4.3% | -1.3% |
| 3M | -1.7% | +4.3% | -6.0% | -1.4% |
| 6M | -3.5% | -0.5% | -3.0% | -3.5% |
| YTD | -2.6% | +5.2% | -7.9% | -2.3% |
| 1Y | -2.4% | -2.1% | -0.3% | -2.4% |
| 3Y | +8.9% | +56.5% | -47.6% | +12.2% |
| 5Y | -9.2% | +89.5% | -98.7% | -5.1% |
| 10Y | +3.9% | +424.8% | -420.9% | +17.7% |
| All | +127.2% | +2,943.6% | -2,816.4% | +197.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling