-3.1%
IEF vs DPZ
-16.8%
+13.6%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.8% |
| 7D | -1.9% | -2.5% | +0.5% | -1.8% |
| 30D | +1.1% | +12.5% | -11.4% | +0.8% |
| 3M | -1.9% | -5.2% | +3.3% | -1.9% |
| 6M | -2.4% | +8.8% | -11.1% | -2.6% |
| YTD | -3.0% | -18.7% | +15.6% | -2.7% |
| 1Y | -3.1% | -15.7% | +12.5% | -3.0% |
| All | -3.1% | -16.8% | +13.6% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling