-0.4%
IEF vs DRI
+6.9%
-7.4%
-4.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | -0.3% | +0.6% | -0.9% | -0.3% |
| 30D | -0.8% | +3.8% | -4.6% | -0.9% |
| 3M | -1.0% | +13.0% | -14.0% | -1.4% |
| 6M | -2.8% | +8.3% | -11.1% | -3.1% |
| YTD | -1.5% | +20.6% | -22.1% | -2.3% |
| 1Y | -0.4% | +6.5% | -6.9% | -0.7% |
| All | -0.4% | +6.9% | -7.4% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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