+112.0%
ROST vs IEF
-8.1%
+120.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.2% | -2.3% |
| 7D | +0.3% | -2.0% | +2.2% | +0.8% |
| 30D | +0.5% | +0.7% | -0.2% | +0.3% |
| 3M | -5.2% | -2.5% | -2.8% | -4.7% |
| 6M | +9.8% | -2.6% | +12.4% | +10.5% |
| YTD | +29.4% | -3.2% | +32.6% | +30.4% |
| 1Y | +44.4% | -3.0% | +47.4% | +45.4% |
| 3Y | +95.0% | +10.5% | +84.5% | +91.3% |
| All | +112.0% | -8.1% | +120.1% | +82.0% |
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