+5.4%
IEF vs DECK
+885.7%
-880.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.9% | +0.3% |
| 7D | +0.8% | +6.0% | -5.2% | +0.8% |
| 30D | +3.2% | +7.4% | -4.3% | +3.2% |
| 3M | -1.1% | -11.7% | +10.6% | -1.1% |
| 6M | -1.4% | -11.0% | +9.6% | -1.4% |
| YTD | -1.8% | -15.4% | +13.6% | -1.8% |
| 1Y | -1.2% | +7.2% | -8.4% | -1.0% |
| 3Y | +11.5% | -11.8% | +23.4% | +11.9% |
| 5Y | -7.7% | +24.3% | -32.0% | -7.1% |
| All | +5.4% | +885.7% | -880.3% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 10y: compounded portfolio wealth divided by compounded DECK 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…
10y analysis · Full analysis span regression · 6 months rolling