-20.2%
DOW vs IEF
+10.9%
-31.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.4% |
| 7D | +5.2% | -2.0% | +7.2% | +4.6% |
| 30D | +13.2% | +0.7% | +12.5% | +13.4% |
| 3M | +10.1% | -2.5% | +12.6% | +9.2% |
| 6M | -13.1% | -2.6% | -10.5% | -13.7% |
| YTD | +46.1% | -3.2% | +49.3% | +44.8% |
| 1Y | +50.0% | -3.0% | +53.1% | +48.7% |
| 3Y | -20.2% | +10.5% | -30.8% | -25.9% |
| All | -20.2% | +10.9% | -31.1% | -25.9% |
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