+54.2%
RSP vs IEF
+9.9%
+44.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | -1.5% | -0.7% | -0.8% | -1.2% |
| 3M | +4.8% | -0.4% | +5.2% | +5.0% |
| 6M | +10.3% | -2.5% | +12.8% | +11.3% |
| YTD | +14.1% | -1.6% | +15.7% | +14.8% |
| 1Y | +17.0% | -1.3% | +18.3% | +17.7% |
| 3Y | +54.2% | +10.1% | +44.1% | +46.4% |
| All | +54.2% | +9.9% | +44.3% | +46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling