+4,404.4%
DELL vs IEF
+3.8%
+4,400.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.2% | +12.2% | +11.9% |
| 7D | +8.2% | -1.3% | +9.6% | +7.4% |
| 30D | +17.1% | -1.7% | +18.8% | +15.9% |
| 3M | +45.2% | -2.5% | +47.7% | +43.1% |
| 6M | +286.8% | -3.3% | +290.0% | +278.5% |
| YTD | +354.8% | -2.8% | +357.6% | +346.6% |
| 1Y | +358.3% | -2.7% | +361.0% | +350.3% |
| 3Y | +724.9% | +8.9% | +716.0% | +773.1% |
| 5Y | +1,193.7% | -9.4% | +1,203.1% | +1,015.8% |
| All | +4,404.4% | +3.8% | +4,400.7% | +4,455.5% |
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