-2.8%
DHI vs IEF
-3.5%
+0.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +2.5% |
| 7D | -3.4% | -1.3% | -2.1% | +2.3% |
| 30D | -5.4% | -1.7% | -3.7% | +2.0% |
| 3M | -10.4% | -2.5% | -7.9% | 0.0% |
| 6M | -2.8% | -3.3% | +0.5% | +9.3% |
| All | -2.8% | -3.5% | +0.7% | +9.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling