+176.5%
DLR vs IEF
+3.8%
+172.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +0.1% | -1.3% | +1.4% | +0.7% |
| 30D | -4.3% | -1.7% | -2.6% | -3.5% |
| 3M | +3.8% | -2.5% | +6.4% | +5.1% |
| 6M | +5.8% | -3.3% | +9.1% | +7.5% |
| YTD | +23.5% | -2.8% | +26.4% | +25.3% |
| 1Y | +11.1% | -2.7% | +13.8% | +12.6% |
| 3Y | +57.9% | +8.9% | +49.0% | +52.3% |
| 5Y | +44.0% | -9.4% | +53.4% | +34.0% |
| All | +176.5% | +3.8% | +172.7% | +149.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling