+129.6%
IEF vs DINO
+11,569.2%
-11,439.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.8% | 0.0% |
| 7D | +0.1% | +4.2% | -4.1% | +0.2% |
| 30D | -0.7% | +33.9% | -34.6% | +0.2% |
| 3M | -0.4% | +50.5% | -51.0% | +0.9% |
| 6M | -2.5% | +95.2% | -97.7% | -0.4% |
| YTD | -1.6% | +140.6% | -142.1% | +1.2% |
| 1Y | -1.3% | +119.0% | -120.3% | +1.3% |
| 3Y | +10.1% | +100.4% | -90.3% | +13.1% |
| 5Y | -8.3% | +324.6% | -332.9% | -3.0% |
| 10Y | +4.5% | +485.3% | -480.8% | +14.0% |
| All | +129.6% | +11,569.2% | -11,439.6% | +182.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling