+851.5%
DE vs IEF
+3.8%
+847.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.4% |
| 7D | -2.6% | -1.3% | -1.2% | -3.4% |
| 30D | +9.0% | -1.7% | +10.8% | +7.8% |
| 3M | +19.1% | -2.5% | +21.7% | +17.2% |
| 6M | +14.4% | -3.3% | +17.6% | +11.8% |
| YTD | +45.9% | -2.8% | +48.8% | +43.2% |
| 1Y | +43.6% | -2.7% | +46.3% | +40.9% |
| 3Y | +75.9% | +8.9% | +67.0% | +87.9% |
| 5Y | +98.8% | -9.4% | +108.2% | +56.0% |
| All | +851.5% | +3.8% | +847.7% | +910.5% |
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