+126.4%
DAL vs IEF
+4.2%
+122.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.6% |
| 7D | +3.4% | +0.1% | +3.3% | +3.4% |
| 30D | -13.6% | -0.7% | -12.8% | -13.9% |
| 3M | +1.2% | -0.4% | +1.6% | +0.9% |
| 6M | +34.5% | -2.5% | +37.0% | +32.0% |
| YTD | +14.7% | -1.6% | +16.3% | +13.3% |
| 1Y | +29.2% | -1.3% | +30.6% | +27.9% |
| 3Y | +100.0% | +10.1% | +89.9% | +112.7% |
| 5Y | +106.3% | -8.3% | +114.6% | +67.2% |
| 10Y | +126.4% | +4.5% | +121.9% | +139.1% |
| All | +126.4% | +4.2% | +122.2% | +139.1% |
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