+3.6%
IEF vs DGX
+255.3%
-251.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.2% |
| 7D | -1.3% | -0.9% | -0.5% | -1.3% |
| 30D | -1.7% | -1.2% | -0.6% | -1.7% |
| 3M | -2.5% | +15.8% | -18.3% | -2.6% |
| 6M | -3.3% | +18.2% | -21.4% | -3.3% |
| YTD | -2.8% | +37.2% | -40.0% | -2.9% |
| 1Y | -2.7% | +30.4% | -33.1% | -2.8% |
| 3Y | +8.9% | +96.7% | -87.8% | +9.1% |
| 5Y | -9.4% | +67.2% | -76.6% | -9.5% |
| All | +3.6% | +255.3% | -251.8% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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