+209.8%
RSP vs IEF
+4.6%
+205.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.1% |
| 7D | -1.8% | -0.3% | -1.5% | -1.9% |
| 30D | -2.5% | -0.6% | -2.0% | -2.7% |
| 3M | +3.0% | -1.0% | +4.0% | +2.7% |
| 6M | +8.9% | -3.1% | +12.0% | +7.7% |
| YTD | +13.0% | -1.9% | +14.8% | +12.2% |
| 1Y | +16.2% | -1.4% | +17.6% | +15.7% |
| 3Y | +52.7% | +9.8% | +42.9% | +58.7% |
| 5Y | +50.5% | -8.8% | +59.3% | +22.7% |
| 10Y | +209.8% | +4.7% | +205.2% | +200.9% |
| All | +209.8% | +4.6% | +205.3% | +200.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling