-2.4%
IEF vs RVTY
+43.1%
-45.5%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.6% | -0.7% |
| 7D | -1.2% | -7.4% | +6.2% | -0.9% |
| 30D | -1.5% | +4.5% | -6.0% | -1.6% |
| 3M | -1.7% | +19.5% | -21.1% | -2.3% |
| 6M | -3.5% | +34.1% | -37.6% | -4.6% |
| YTD | -2.6% | +25.3% | -27.9% | -3.8% |
| 1Y | -2.4% | +47.0% | -49.4% | -3.7% |
| All | -2.4% | +43.1% | -45.5% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling