-2.0%
IEF vs DKS
-29.5%
+27.5%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.7% | -7.2% | +0.4% |
| 7D | +0.9% | +8.4% | -7.5% | +0.8% |
| 30D | +3.1% | +7.7% | -4.6% | +3.0% |
| 3M | -1.4% | -25.8% | +24.4% | -1.1% |
| 6M | -1.6% | -31.0% | +29.5% | -1.1% |
| YTD | -2.1% | -23.8% | +21.7% | -1.8% |
| 1Y | -2.0% | -29.8% | +27.8% | -1.5% |
| All | -2.0% | -29.5% | +27.5% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 1y: compounded portfolio wealth divided by compounded DKS 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…
1y analysis · Full analysis span regression · 6 months rolling