+5,725.4%
ROST vs IEF
+125.4%
+5,600.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.2% | -2.5% |
| 7D | +0.3% | -2.0% | +2.2% | -1.2% |
| 30D | +0.5% | +0.7% | -0.2% | +1.0% |
| 3M | -5.2% | -2.5% | -2.8% | -7.0% |
| 6M | +9.8% | -2.6% | +12.4% | +7.6% |
| YTD | +29.4% | -3.2% | +32.6% | +26.1% |
| 1Y | +44.4% | -3.0% | +47.4% | +40.8% |
| 3Y | +95.0% | +10.5% | +84.5% | +111.3% |
| 5Y | +111.9% | -8.2% | +120.0% | +89.1% |
| 10Y | +301.2% | +6.7% | +294.5% | +324.0% |
| All | +5,725.4% | +125.4% | +5,600.0% | +18,447.4% |
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