+636.7%
DELL vs IEF
+9.2%
+627.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.8% | -4.6% | -5.5% |
| 7D | -1.9% | -1.2% | -0.7% | -2.1% |
| 30D | +14.9% | -1.5% | +16.4% | +14.5% |
| 3M | +37.2% | -1.7% | +38.9% | +36.6% |
| 6M | +254.0% | -3.5% | +257.5% | +248.3% |
| YTD | +306.1% | -2.6% | +308.8% | +302.4% |
| 1Y | +312.3% | -2.4% | +314.7% | +309.2% |
| All | +636.7% | +9.2% | +627.5% | +659.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling