-9.5%
IEF vs DINO
+326.7%
-336.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -1.3% | +2.3% | -3.6% | -1.3% |
| 30D | -1.7% | +22.6% | -24.4% | -1.3% |
| 3M | -2.5% | +55.2% | -57.8% | -1.6% |
| 6M | -3.3% | +93.8% | -97.0% | -1.9% |
| YTD | -2.8% | +139.5% | -142.3% | -1.0% |
| 1Y | -2.7% | +115.3% | -118.0% | -1.1% |
| 3Y | +8.9% | +98.8% | -89.9% | +10.8% |
| All | -9.5% | +326.7% | -336.2% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO 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 DINO 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