-9.7%
RKT vs IEF
-9.3%
-0.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | +0.4% |
| 7D | -7.2% | -1.2% | -6.1% | -4.1% |
| 30D | -7.9% | -1.5% | -6.4% | -3.8% |
| 3M | +5.2% | -1.7% | +6.9% | +11.5% |
| 6M | -14.9% | -3.5% | -11.4% | -4.3% |
| YTD | -31.9% | -2.6% | -29.2% | -24.9% |
| 1Y | -36.9% | -2.4% | -34.5% | -30.7% |
| 3Y | +35.7% | +8.9% | +26.8% | +21.5% |
| 5Y | -9.7% | -9.2% | -0.4% | -7.5% |
| All | -9.7% | -9.3% | -0.3% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling