+127.3%
IEF vs DAR
+6,274.1%
-6,146.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.1% | -5.1% | 0.0% |
| 7D | -0.8% | +3.6% | -4.4% | -0.7% |
| 30D | +1.7% | -11.3% | +13.0% | +1.4% |
| 3M | -1.4% | -13.1% | +11.7% | -1.7% |
| 6M | -2.3% | -15.1% | +12.9% | -2.5% |
| YTD | -2.6% | +50.5% | -53.1% | -1.5% |
| 1Y | -2.7% | +57.9% | -60.6% | -1.5% |
| 3Y | +11.2% | +28.9% | -17.7% | +12.4% |
| 5Y | -7.4% | -31.4% | +24.1% | -7.4% |
| 10Y | +7.4% | +301.0% | -293.6% | +13.6% |
| All | +127.3% | +6,274.1% | -6,146.8% | +153.3% |
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