+10.5%
IEF vs RVTY
+85.4%
-74.8%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.1% |
| 7D | -2.0% | -0.5% | -1.5% | -2.0% |
| 30D | +0.7% | +1.5% | -0.8% | +0.6% |
| 3M | -2.5% | +31.5% | -33.9% | -3.4% |
| 6M | -2.6% | +62.7% | -65.2% | -4.2% |
| YTD | -3.2% | +60.0% | -63.2% | -4.9% |
| 1Y | -3.0% | +65.7% | -68.7% | -4.9% |
| 3Y | +10.5% | +85.2% | -74.7% | +5.2% |
| All | +10.5% | +85.4% | -74.8% | +5.2% |
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