-41.5%
DIS vs IEF
-8.2%
-33.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | +0.1% | -0.7% | +0.9% | +0.3% |
| 3M | +7.1% | -0.4% | +7.5% | +7.2% |
| 6M | +4.3% | -2.5% | +6.7% | +4.6% |
| YTD | -6.9% | -1.6% | -5.4% | -6.7% |
| 1Y | -10.3% | -1.3% | -9.0% | -10.1% |
| 3Y | +32.8% | +10.1% | +22.7% | +30.9% |
| 5Y | -41.5% | -8.3% | -33.2% | -47.8% |
| All | -41.5% | -8.2% | -33.3% | -47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling