+129.6%
IEF vs RVTY
+2,058.5%
-1,928.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | -0.2% |
| 7D | +0.1% | +0.4% | -0.3% | +0.1% |
| 30D | -0.7% | +10.8% | -11.6% | -0.5% |
| 3M | -0.4% | +26.8% | -27.2% | +0.2% |
| 6M | -2.5% | +39.3% | -41.8% | -1.5% |
| YTD | -1.6% | +31.6% | -33.2% | -0.7% |
| 1Y | -1.3% | +47.7% | -49.0% | -0.1% |
| 3Y | +10.1% | +19.9% | -9.8% | +11.1% |
| 5Y | -8.3% | -32.3% | +24.0% | -9.3% |
| 10Y | +4.5% | +138.4% | -134.0% | +10.9% |
| All | +129.6% | +2,058.5% | -1,928.9% | +169.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling