+939.5%
DIA vs IEF
+129.4%
+810.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.6% |
| 7D | -0.2% | -0.3% | +0.1% | -0.4% |
| 30D | -1.5% | -0.8% | -0.7% | -2.2% |
| 3M | +3.8% | -1.0% | +4.7% | +2.9% |
| 6M | +10.3% | -2.8% | +13.0% | +7.6% |
| YTD | +12.1% | -1.5% | +13.6% | +10.6% |
| 1Y | +18.6% | -0.4% | +19.1% | +18.1% |
| 3Y | +60.6% | +9.7% | +51.0% | +73.3% |
| 5Y | +64.4% | -8.3% | +72.7% | +45.3% |
| 10Y | +250.1% | +4.6% | +245.5% | +264.2% |
| All | +939.5% | +129.4% | +810.2% | +2,744.0% |
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