-35.5%
DOW vs IEF
-9.3%
-26.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.7% |
| 7D | -2.4% | -1.2% | -1.2% | -2.6% |
| 30D | -4.1% | -1.5% | -2.6% | -4.4% |
| 3M | -12.4% | -1.7% | -10.8% | -12.7% |
| 6M | -10.6% | -3.5% | -7.1% | -11.0% |
| YTD | +31.1% | -2.6% | +33.7% | +30.6% |
| 1Y | +30.5% | -2.4% | +32.9% | +30.0% |
| 3Y | -34.4% | +8.9% | -43.3% | -34.5% |
| 5Y | -35.5% | -9.2% | -26.3% | -47.5% |
| All | -35.5% | -9.3% | -26.2% | -47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling