+5,030.0%
DE vs IEF
+126.7%
+4,903.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | -0.7% |
| 7D | -2.4% | -1.2% | -1.2% | -3.6% |
| 30D | +9.7% | -1.5% | +11.2% | +8.1% |
| 3M | +21.4% | -1.7% | +23.0% | +19.2% |
| 6M | +15.0% | -3.5% | +18.5% | +10.5% |
| YTD | +46.4% | -2.6% | +49.1% | +42.1% |
| 1Y | +45.6% | -2.4% | +48.0% | +41.7% |
| 3Y | +76.8% | +8.9% | +67.8% | +94.1% |
| 5Y | +99.4% | -9.2% | +108.7% | +69.5% |
| 10Y | +864.6% | +3.9% | +860.7% | +921.1% |
| All | +5,030.0% | +126.7% | +4,903.3% | +13,135.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling