-8.8%
IEF vs DPZ
-34.0%
+25.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | -0.1% |
| 7D | -0.3% | -7.3% | +7.0% | -0.1% |
| 30D | -0.6% | -7.6% | +7.0% | -0.3% |
| 3M | -1.0% | +1.8% | -2.8% | -1.1% |
| 6M | -3.1% | -21.8% | +18.7% | -2.3% |
| YTD | -1.9% | -22.0% | +20.1% | -1.1% |
| 1Y | -1.4% | -28.6% | +27.3% | -0.3% |
| 3Y | +9.8% | -13.1% | +22.9% | +9.5% |
| 5Y | -8.8% | -33.2% | +24.4% | -9.3% |
| All | -8.8% | -34.0% | +25.2% | -9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling