+129.8%
IEF vs DRI
+1,861.4%
-1,731.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.7% |
| 3M | -1.0% | +13.0% | -14.0% | -0.6% |
| 6M | -2.8% | +8.3% | -11.1% | -2.5% |
| YTD | -1.5% | +20.6% | -22.1% | -0.9% |
| 1Y | -0.4% | +6.5% | -6.9% | -0.2% |
| 3Y | +9.7% | +53.7% | -44.1% | +11.4% |
| 5Y | -8.3% | +72.7% | -81.0% | -6.3% |
| 10Y | +4.6% | +363.2% | -358.5% | +12.3% |
| All | +129.8% | +1,861.4% | -1,731.6% | +169.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling