+8.3%
DIS vs IEF
-1.9%
+10.2%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.6% | +3.3% |
| 7D | +9.1% | +0.9% | +8.2% | +7.6% |
| 30D | +14.8% | +3.1% | +11.7% | +9.8% |
| 3M | +21.2% | -1.4% | +22.5% | +24.1% |
| 6M | +18.3% | -1.6% | +19.9% | +21.6% |
| YTD | +5.4% | -2.1% | +7.5% | +9.1% |
| 1Y | +8.3% | -2.0% | +10.2% | +11.7% |
| All | +8.3% | -1.9% | +10.2% | +11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling