+9.1%
IEF vs DKS
+27.3%
-18.2%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -1.2% | -4.7% | +3.6% | -1.2% |
| 30D | -1.5% | -35.1% | +33.6% | -1.4% |
| 3M | -1.7% | -37.7% | +36.0% | -1.6% |
| 6M | -3.5% | -30.7% | +27.2% | -3.4% |
| YTD | -2.6% | -31.9% | +29.3% | -2.5% |
| 1Y | -2.4% | -40.0% | +37.6% | -2.3% |
| All | +9.1% | +27.3% | -18.2% | +6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling