-22.2%
DKNG vs IEF
+9.0%
-31.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.3% |
| 7D | +3.0% | -1.3% | +4.4% | +3.1% |
| 30D | -3.0% | -1.7% | -1.3% | -3.0% |
| 3M | -17.6% | -2.5% | -15.1% | -17.6% |
| 6M | -3.2% | -3.3% | 0.0% | -3.3% |
| YTD | -28.2% | -2.8% | -25.4% | -28.3% |
| 1Y | -46.1% | -2.7% | -43.3% | -46.1% |
| 3Y | -22.2% | +8.9% | -31.1% | -30.3% |
| All | -22.2% | +9.0% | -31.1% | -30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling