+10.1%
IEF vs RVTY
+16.6%
-6.5%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | 0.0% |
| 7D | +0.1% | +0.4% | -0.3% | 0.0% |
| 30D | -0.7% | +10.8% | -11.6% | -1.1% |
| 3M | -0.4% | +26.8% | -27.2% | -1.3% |
| 6M | -2.5% | +39.3% | -41.8% | -3.8% |
| YTD | -1.6% | +31.6% | -33.2% | -2.8% |
| 1Y | -1.3% | +47.7% | -49.0% | -2.9% |
| 3Y | +10.1% | +19.9% | -9.8% | +8.1% |
| All | +10.1% | +16.6% | -6.5% | +8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling