+57.3%
DRAM vs IEF
-2.8%
+60.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -1.1% |
| 7D | +18.0% | -1.9% | +19.9% | +22.5% |
| 30D | -17.4% | +1.1% | -18.5% | -23.1% |
| 3M | -20.3% | -1.9% | -18.4% | -12.8% |
| 6M | -14.9% | -2.4% | -12.5% | -2.7% |
| All | +57.3% | -2.8% | +60.1% | +87.8% |
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