-27.1%
RKT vs IEF
-13.2%
-13.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | +0.5% |
| 7D | -6.3% | -1.3% | -4.9% | -2.5% |
| 30D | -6.2% | -1.7% | -4.4% | -1.1% |
| 3M | -1.9% | -2.5% | +0.7% | +6.6% |
| 6M | -13.0% | -3.3% | -9.7% | -2.4% |
| YTD | -31.9% | -2.8% | -29.1% | -24.3% |
| 1Y | -37.6% | -2.7% | -34.8% | -30.6% |
| 3Y | +36.8% | +8.9% | +27.9% | +21.4% |
| 5Y | -9.7% | -9.4% | -0.3% | +21.8% |
| All | -27.1% | -13.2% | -13.9% | +25.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling