+3,595.6%
DLR vs IEF
+93.8%
+3,501.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | +1.6% | -0.3% | +1.9% | +1.5% |
| 30D | -3.4% | -0.8% | -2.6% | -3.7% |
| 3M | +0.5% | -1.0% | +1.5% | +0.1% |
| 6M | +4.6% | -2.8% | +7.3% | +3.2% |
| YTD | +23.4% | -1.5% | +24.9% | +22.5% |
| 1Y | +19.0% | -0.4% | +19.5% | +18.7% |
| 3Y | +56.5% | +9.7% | +46.9% | +62.7% |
| 5Y | +33.3% | -8.3% | +41.6% | +17.6% |
| 10Y | +165.1% | +4.6% | +160.5% | +163.4% |
| All | +3,595.6% | +93.8% | +3,501.8% | +7,887.4% |
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 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