+48.3%
IEF vs DG
+577.8%
-529.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | -0.1% |
| 7D | +0.1% | -2.5% | +2.5% | 0.0% |
| 30D | -0.7% | +1.0% | -1.7% | -0.7% |
| 3M | -0.4% | +20.3% | -20.7% | -0.3% |
| 6M | -2.5% | -11.7% | +9.3% | -2.6% |
| YTD | -1.6% | -2.3% | +0.7% | -1.6% |
| 1Y | -1.3% | +20.0% | -21.3% | -1.0% |
| 3Y | +10.1% | +7.2% | +2.9% | +10.4% |
| 5Y | -8.3% | -37.9% | +29.6% | -9.0% |
| 10Y | +4.5% | +107.3% | -102.8% | +8.6% |
| All | +48.3% | +577.8% | -529.5% | +61.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling