+5,665.8%
ROST vs IEF
+129.1%
+5,536.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.5% |
| 7D | +0.2% | +0.1% | +0.2% | +0.3% |
| 30D | -10.0% | -0.7% | -9.3% | -10.5% |
| 3M | +1.2% | -0.4% | +1.7% | +0.9% |
| 6M | +8.9% | -2.5% | +11.4% | +6.8% |
| YTD | +28.1% | -1.6% | +29.7% | +26.4% |
| 1Y | +53.0% | -1.3% | +54.3% | +51.3% |
| 3Y | +97.9% | +10.1% | +87.8% | +113.3% |
| 5Y | +112.0% | -8.3% | +120.3% | +87.9% |
| 10Y | +303.0% | +4.5% | +298.5% | +315.6% |
| All | +5,665.8% | +129.1% | +5,536.7% | +18,491.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling