+3.6%
IEF vs DRI
+353.8%
-350.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.2% |
| 7D | -1.3% | -3.2% | +1.9% | -1.4% |
| 30D | -1.7% | -7.8% | +6.1% | -1.9% |
| 3M | -2.5% | +0.4% | -2.9% | -2.5% |
| 6M | -3.3% | +4.8% | -8.1% | -3.2% |
| YTD | -2.8% | +16.7% | -19.6% | -2.6% |
| 1Y | -2.7% | +1.5% | -4.2% | -2.7% |
| 3Y | +8.9% | +56.3% | -47.3% | +9.9% |
| 5Y | -9.4% | +66.4% | -75.8% | -8.4% |
| All | +3.6% | +353.8% | -350.3% | +9.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling