+39.4%
RKT vs IEF
+10.0%
+29.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -1.5% |
| 7D | -1.0% | -0.3% | -0.7% | +0.4% |
| 30D | -2.4% | -0.6% | -1.8% | +0.5% |
| 3M | +1.9% | -1.0% | +2.9% | +8.1% |
| 6M | -13.9% | -3.1% | -10.8% | +0.9% |
| YTD | -30.6% | -1.9% | -28.8% | -22.3% |
| 1Y | -34.4% | -1.4% | -33.0% | -27.8% |
| All | +39.4% | +10.0% | +29.4% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling