-12.1%
DOW vs IEF
+4.1%
-16.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.2% |
| 7D | -1.4% | -1.3% | 0.0% | -2.6% |
| 30D | -3.9% | -1.7% | -2.2% | -5.5% |
| 3M | -12.7% | -2.5% | -10.1% | -14.6% |
| 6M | -13.7% | -3.3% | -10.4% | -16.0% |
| YTD | +28.4% | -2.8% | +31.2% | +25.5% |
| 1Y | +21.8% | -2.7% | +24.5% | +19.2% |
| 3Y | -35.7% | +8.9% | -44.6% | -30.3% |
| 5Y | -36.8% | -9.4% | -27.4% | -57.9% |
| All | -12.1% | +4.1% | -16.2% | -16.5% |
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