+117.6%
DT vs IEF
0.0%
+117.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -3.3% | -0.3% | -3.0% | -3.3% |
| 30D | +2.0% | -0.8% | +2.8% | +2.1% |
| 3M | +20.0% | -1.0% | +21.0% | +20.0% |
| 6M | +39.3% | -2.8% | +42.0% | +39.3% |
| YTD | +19.8% | -1.5% | +21.2% | +19.8% |
| 1Y | +4.3% | -0.4% | +4.7% | +4.3% |
| 3Y | +7.7% | +9.7% | -2.0% | +6.6% |
| 5Y | -26.8% | -8.3% | -18.5% | -33.7% |
| All | +117.6% | 0.0% | +117.6% | +124.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling