-45.7%
RDDT vs IEF
-1.9%
-43.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.5% | +5.4% | +5.2% |
| 7D | -24.4% | +0.9% | -25.2% | -25.8% |
| 30D | -32.3% | +3.1% | -35.3% | -36.7% |
| 3M | -36.3% | -1.4% | -35.0% | -34.0% |
| 6M | -39.7% | -1.6% | -38.2% | -37.1% |
| YTD | -55.7% | -2.1% | -53.5% | -53.2% |
| 1Y | -45.7% | -2.0% | -43.7% | -42.4% |
| All | -45.7% | -1.9% | -43.8% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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