-26.7%
DT vs IEF
-9.3%
-17.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.8% |
| 7D | -2.5% | -1.2% | -1.3% | -2.3% |
| 30D | +3.5% | -1.5% | +5.0% | +3.9% |
| 3M | +26.7% | -1.7% | +28.4% | +27.2% |
| 6M | +36.1% | -3.5% | +39.7% | +37.1% |
| YTD | +18.6% | -2.6% | +21.3% | +19.3% |
| 1Y | +7.9% | -2.4% | +10.3% | +8.4% |
| 3Y | +8.6% | +8.9% | -0.4% | +5.0% |
| 5Y | -26.7% | -9.2% | -17.4% | -33.0% |
| All | -26.7% | -9.3% | -17.3% | -33.0% |
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