+119.9%
IEF vs DKS
+5,981.0%
-5,861.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.8% | -0.2% |
| 7D | +0.1% | -0.4% | +0.5% | +0.1% |
| 30D | -0.7% | -36.6% | +35.9% | -1.6% |
| 3M | -0.4% | -37.6% | +37.2% | -1.3% |
| 6M | -2.5% | -32.1% | +29.6% | -3.1% |
| YTD | -1.6% | -32.3% | +30.7% | -2.2% |
| 1Y | -1.3% | -39.5% | +38.2% | -2.2% |
| 3Y | +10.1% | +27.7% | -17.6% | +11.7% |
| 5Y | -8.3% | +15.0% | -23.3% | -6.7% |
| 10Y | +4.5% | +192.6% | -188.1% | +11.5% |
| All | +119.9% | +5,981.0% | -5,861.1% | +150.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling