+129.8%
IEF vs DAR
+7,569.4%
-7,439.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | -0.1% |
| 7D | -0.3% | +1.4% | -1.6% | -0.3% |
| 30D | -0.8% | +12.8% | -13.6% | -0.5% |
| 3M | -1.0% | +7.4% | -8.3% | -0.8% |
| 6M | -2.8% | +22.3% | -25.0% | -2.2% |
| YTD | -1.5% | +81.1% | -82.6% | 0.0% |
| 1Y | -0.4% | +106.5% | -106.9% | +1.4% |
| 3Y | +9.7% | +5.3% | +4.4% | +10.3% |
| 5Y | -8.3% | -11.5% | +3.2% | -7.8% |
| 10Y | +4.6% | +353.3% | -348.7% | +10.9% |
| All | +129.8% | +7,569.4% | -7,439.6% | +157.1% |
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