+114.1%
DT vs IEF
-1.4%
+115.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -1.6% | -1.3% | -0.3% | -1.5% |
| 30D | +3.0% | -1.7% | +4.8% | +3.1% |
| 3M | +26.5% | -2.5% | +29.0% | +26.6% |
| 6M | +35.9% | -3.3% | +39.2% | +36.0% |
| YTD | +17.8% | -2.8% | +20.7% | +17.9% |
| 1Y | +4.1% | -2.7% | +6.8% | +4.1% |
| 3Y | +5.3% | +8.9% | -3.6% | +4.2% |
| 5Y | -27.2% | -9.4% | -17.8% | -34.0% |
| All | +114.1% | -1.4% | +115.5% | +120.5% |
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