+11.3%
IEF vs DAR
+29.4%
-18.1%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.1% | -5.1% | 0.0% |
| 7D | -0.8% | +3.6% | -4.4% | -0.8% |
| 30D | +1.7% | -11.3% | +13.0% | +1.6% |
| 3M | -1.4% | -13.1% | +11.7% | -1.4% |
| 6M | -2.3% | -15.1% | +12.9% | -2.3% |
| YTD | -2.6% | +50.5% | -53.1% | -2.6% |
| 1Y | -2.7% | +57.9% | -60.6% | -2.7% |
| All | +11.3% | +29.4% | -18.1% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 3y: compounded portfolio wealth divided by compounded DAR 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…
3y analysis · Full analysis span regression · 6 months rolling