+691.0%
DIS vs IEF
+129.4%
+561.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.8% |
| 7D | -2.6% | -0.3% | -2.3% | -2.9% |
| 30D | +3.5% | -0.8% | +4.3% | +2.7% |
| 3M | +6.8% | -1.0% | +7.8% | +5.7% |
| 6M | +3.0% | -2.8% | +5.7% | -0.1% |
| YTD | -6.7% | -1.5% | -5.2% | -8.3% |
| 1Y | -10.1% | -0.4% | -9.7% | -10.7% |
| 3Y | +33.0% | +9.7% | +23.4% | +46.2% |
| 5Y | -40.0% | -8.3% | -31.7% | -48.4% |
| 10Y | +21.1% | +4.6% | +16.4% | +26.6% |
| All | +691.0% | +129.4% | +561.7% | +3,788.8% |
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 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