+358.3%
DELL vs IEF
-2.7%
+361.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.2% | +12.2% | +12.4% |
| 7D | +8.2% | -1.3% | +9.6% | +11.6% |
| 30D | +17.1% | -1.7% | +18.8% | +21.8% |
| 3M | +45.2% | -2.5% | +47.7% | +52.9% |
| 6M | +286.8% | -3.3% | +290.0% | +308.7% |
| YTD | +354.8% | -2.8% | +357.6% | +387.0% |
| 1Y | +358.3% | -2.7% | +361.0% | +406.7% |
| All | +358.3% | -2.7% | +361.0% | +406.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling