+1,555.0%
DHI vs IEF
+126.3%
+1,428.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.6% |
| 7D | -3.4% | -1.3% | -2.1% | -3.9% |
| 30D | -5.4% | -1.7% | -3.7% | -6.1% |
| 3M | -10.4% | -2.5% | -7.9% | -11.4% |
| 6M | -2.8% | -3.3% | +0.5% | -4.3% |
| YTD | -3.4% | -2.8% | -0.6% | -4.7% |
| 1Y | -22.9% | -2.7% | -20.2% | -24.0% |
| 3Y | +20.7% | +8.9% | +11.8% | +25.1% |
| 5Y | +62.1% | -9.4% | +71.6% | +36.2% |
| 10Y | +410.4% | +3.7% | +406.8% | +403.7% |
| All | +1,555.0% | +126.3% | +1,428.7% | +5,458.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling