+3.8%
IEF vs DPZ
+145.4%
-141.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.8% |
| 7D | -1.2% | -8.6% | +7.4% | -1.1% |
| 30D | -1.5% | -11.2% | +9.7% | -1.3% |
| 3M | -1.7% | +1.4% | -3.1% | -1.7% |
| 6M | -3.5% | -19.9% | +16.4% | -3.3% |
| YTD | -2.6% | -23.0% | +20.4% | -2.4% |
| 1Y | -2.4% | -28.2% | +25.8% | -2.1% |
| 3Y | +8.9% | -14.2% | +23.1% | +9.0% |
| 5Y | -9.2% | -33.4% | +24.2% | -9.4% |
| All | +3.8% | +145.4% | -141.6% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 10y: compounded portfolio wealth divided by compounded DPZ 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…
10y analysis · Full analysis span regression · 6 months rolling