+215.7%
RSP vs IEF
+7.3%
+208.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -0.3% | -0.8% | +0.5% | -0.5% |
| 30D | +4.4% | +2.0% | +2.4% | +5.1% |
| 3M | +1.3% | -1.1% | +2.3% | +0.9% |
| 6M | +10.0% | -1.9% | +11.9% | +9.2% |
| YTD | +17.6% | -2.2% | +19.8% | +16.7% |
| 1Y | +19.2% | -2.3% | +21.6% | +18.2% |
| 3Y | +66.0% | +11.6% | +54.5% | +74.5% |
| 5Y | +50.4% | -7.1% | +57.5% | +26.5% |
| 10Y | +215.7% | +7.8% | +207.9% | +212.9% |
| All | +215.7% | +7.3% | +208.3% | +212.9% |
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