-8.5%
IEF vs DG
-38.6%
+30.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | -0.2% |
| 7D | -0.3% | -4.8% | +4.5% | -0.2% |
| 30D | -0.6% | +1.8% | -2.3% | -0.6% |
| 3M | -1.0% | +14.5% | -15.5% | -1.3% |
| 6M | -3.1% | -13.6% | +10.5% | -2.9% |
| YTD | -1.9% | -4.8% | +3.0% | -1.9% |
| 1Y | -1.4% | +21.6% | -22.9% | -1.8% |
| 3Y | +9.8% | +4.5% | +5.3% | +9.1% |
| All | -8.5% | -38.6% | +30.1% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 5y: compounded portfolio wealth divided by compounded DG 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…
5y analysis · Full analysis span regression · 6 months rolling