+5,654.7%
ROST vs IEF
+129.1%
+5,525.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.7% |
| 7D | 0.0% | +0.1% | 0.0% | +0.1% |
| 30D | -10.2% | -0.7% | -9.4% | -10.6% |
| 3M | +1.0% | -0.4% | +1.5% | +0.7% |
| 6M | +8.7% | -2.5% | +11.2% | +6.6% |
| YTD | +27.8% | -1.6% | +29.4% | +26.2% |
| 1Y | +52.7% | -1.3% | +54.0% | +51.0% |
| 3Y | +97.5% | +10.1% | +87.4% | +112.9% |
| 5Y | +111.6% | -8.3% | +119.9% | +87.5% |
| 10Y | +302.2% | +4.5% | +297.7% | +314.8% |
| All | +5,654.7% | +129.1% | +5,525.5% | +18,455.8% |
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