+12.2%
DIS vs IEF
-3.1%
+15.2%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.9% |
| 7D | +1.9% | -2.0% | +3.9% | +4.7% |
| 30D | +9.2% | +0.7% | +8.4% | +8.1% |
| 3M | +13.5% | -2.5% | +16.0% | +18.1% |
| 6M | +14.3% | -2.6% | +16.8% | +18.9% |
| YTD | +5.4% | -3.2% | +8.6% | +11.0% |
| 1Y | +12.2% | -3.0% | +15.2% | +18.3% |
| All | +12.2% | -3.1% | +15.2% | +18.3% |
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 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