+181.2%
DLR vs IEF
+7.3%
+173.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | +3.3% | -2.0% | +5.3% | +4.2% |
| 30D | +4.6% | +0.7% | +3.9% | +4.2% |
| 3M | -8.3% | -2.5% | -5.8% | -7.3% |
| 6M | -5.6% | -2.6% | -3.1% | -4.5% |
| YTD | +18.7% | -3.2% | +21.9% | +20.5% |
| 1Y | +17.1% | -3.0% | +20.1% | +18.7% |
| 3Y | +54.4% | +10.5% | +43.8% | +48.7% |
| 5Y | +36.5% | -8.2% | +44.6% | +26.9% |
| All | +181.2% | +7.3% | +173.8% | +136.6% |
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