-23.6%
RKT vs IEF
-12.1%
-11.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.5% |
| 7D | +6.0% | +0.1% | +5.9% | +5.8% |
| 30D | +0.7% | -0.7% | +1.4% | +3.0% |
| 3M | +11.8% | -0.4% | +12.3% | +14.6% |
| 6M | -7.6% | -2.5% | -5.1% | +1.2% |
| YTD | -28.7% | -1.6% | -27.1% | -23.5% |
| 1Y | -32.6% | -1.3% | -31.3% | -28.1% |
| 3Y | +42.1% | +10.1% | +32.0% | +22.0% |
| 5Y | -7.2% | -8.3% | +1.1% | +21.1% |
| All | -23.6% | -12.1% | -11.5% | +26.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling