+404.6%
DHI vs IEF
+3.8%
+400.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.9% |
| 7D | -3.4% | -1.3% | -2.1% | -2.0% |
| 30D | -5.4% | -1.7% | -3.7% | -3.6% |
| 3M | -10.4% | -2.5% | -7.9% | -7.8% |
| 6M | -2.8% | -3.3% | +0.5% | +1.0% |
| YTD | -3.4% | -2.8% | -0.6% | 0.0% |
| 1Y | -22.9% | -2.7% | -20.2% | -20.2% |
| 3Y | +20.7% | +8.9% | +11.8% | +14.3% |
| 5Y | +62.1% | -9.4% | +71.6% | +53.2% |
| All | +404.6% | +3.8% | +400.8% | +371.9% |
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