+129.0%
IEF vs DLTR
+975.9%
-847.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | -0.4% |
| 7D | -0.3% | -10.2% | +9.9% | -0.6% |
| 30D | -0.6% | -8.5% | +7.9% | -0.8% |
| 3M | -1.0% | +5.6% | -6.6% | -0.8% |
| 6M | -3.1% | +2.2% | -5.3% | -2.9% |
| YTD | -1.9% | -3.8% | +1.9% | -1.8% |
| 1Y | -1.4% | +22.9% | -24.3% | -0.6% |
| 3Y | +9.8% | +2.0% | +7.7% | +10.5% |
| 5Y | -8.8% | +29.8% | -38.6% | -6.9% |
| 10Y | +4.7% | +45.0% | -40.4% | +8.5% |
| All | +129.0% | +975.9% | -847.0% | +168.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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