+7.3%
IEF vs RVTY
+211.6%
-204.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.2% |
| 7D | -2.0% | -0.5% | -1.5% | -2.0% |
| 30D | +0.7% | +1.5% | -0.8% | +0.7% |
| 3M | -2.5% | +31.5% | -33.9% | -2.8% |
| 6M | -2.6% | +62.7% | -65.2% | -3.2% |
| YTD | -3.2% | +60.0% | -63.2% | -3.9% |
| 1Y | -3.0% | +65.7% | -68.7% | -3.7% |
| 3Y | +10.5% | +85.2% | -74.7% | +9.7% |
| 5Y | -8.2% | -14.9% | +6.7% | -9.5% |
| All | +7.3% | +211.6% | -204.3% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling