-31.9%
DIS vs IEF
-7.4%
-24.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +5.2% | +0.1% | +5.1% | +5.2% |
| 30D | +11.5% | +3.1% | +8.4% | +10.8% |
| 3M | +11.5% | -0.5% | +12.0% | +11.6% |
| 6M | +8.9% | -1.6% | +10.5% | +9.1% |
| YTD | +3.4% | -1.6% | +5.0% | +3.7% |
| 1Y | +7.2% | -1.5% | +8.7% | +7.5% |
| 3Y | +43.3% | +12.4% | +30.9% | +40.5% |
| All | -31.9% | -7.4% | -24.6% | -40.2% |
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 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