-9.5%
IEF vs RVMD
+576.1%
-585.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -1.3% | -3.0% | +1.6% | -1.3% |
| 30D | -1.7% | -0.7% | -1.0% | -1.7% |
| 3M | -2.5% | +36.5% | -39.1% | -2.8% |
| 6M | -3.3% | +104.6% | -107.9% | -4.0% |
| YTD | -2.8% | +155.8% | -158.7% | -3.9% |
| 1Y | -2.7% | +340.7% | -343.4% | -4.3% |
| 3Y | +8.9% | +519.9% | -511.0% | +6.2% |
| All | -9.5% | +576.1% | -585.6% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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