+795.4%
DIS vs IEF
+127.0%
+668.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | -0.7% |
| 7D | +4.4% | -0.2% | +4.6% | +4.2% |
| 30D | +10.3% | +1.8% | +8.5% | +12.2% |
| 3M | +15.5% | -1.2% | +16.7% | +14.1% |
| 6M | +11.2% | -2.5% | +13.7% | +8.3% |
| YTD | +5.6% | -2.5% | +8.1% | +2.7% |
| 1Y | +7.7% | -2.3% | +10.0% | +5.0% |
| 3Y | +39.3% | +11.3% | +28.0% | +55.7% |
| 5Y | -29.5% | -7.6% | -21.9% | -38.5% |
| 10Y | +36.3% | +7.3% | +29.0% | +48.1% |
| All | +795.4% | +127.0% | +668.4% | +4,257.7% |
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 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