-10.4%
RKT vs IEF
-1.9%
-8.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.5% | +8.1% | +5.1% |
| 7D | +29.7% | +0.9% | +28.8% | +22.8% |
| 30D | +28.5% | +3.1% | +25.4% | +6.0% |
| 3M | +6.4% | -1.4% | +7.7% | +18.7% |
| 6M | +7.1% | -1.6% | +8.7% | +23.8% |
| YTD | -22.5% | -2.1% | -20.3% | -3.6% |
| 1Y | -10.4% | -2.0% | -8.5% | +11.4% |
| All | -10.4% | -1.9% | -8.5% | +11.4% |
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