+125.9%
IEF vs DAR
+6,487.1%
-6,361.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.2% |
| 7D | -2.0% | +11.6% | -13.5% | -1.7% |
| 30D | +0.7% | -10.2% | +11.0% | +0.5% |
| 3M | -2.5% | -14.8% | +12.3% | -2.8% |
| 6M | -2.6% | -10.1% | +7.5% | -2.7% |
| YTD | -3.2% | +55.5% | -58.7% | -2.1% |
| 1Y | -3.0% | +61.7% | -64.7% | -1.8% |
| 3Y | +10.5% | +37.2% | -26.6% | +11.9% |
| 5Y | -8.2% | -26.9% | +18.8% | -8.1% |
| 10Y | +6.7% | +314.4% | -307.7% | +13.0% |
| All | +125.9% | +6,487.1% | -6,361.2% | +151.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling