-36.6%
DT vs IEF
-8.1%
-28.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +3.1% | -2.0% | +5.1% | +3.5% |
| 30D | -29.5% | +0.7% | -30.2% | -29.6% |
| 3M | -11.7% | -2.5% | -9.2% | -11.3% |
| 6M | +29.0% | -2.6% | +31.6% | +29.7% |
| YTD | +3.4% | -3.2% | +6.6% | +4.0% |
| 1Y | -4.2% | -3.0% | -1.2% | -3.7% |
| 3Y | -12.8% | +10.5% | -23.4% | -16.3% |
| All | -36.6% | -8.1% | -28.5% | -45.3% |
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