+129.0%
IEF vs DTE
+1,002.0%
-873.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.3% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | -0.6% | -0.5% | 0.0% | -0.6% |
| 3M | -1.0% | -6.0% | +5.0% | -1.1% |
| 6M | -3.1% | -7.2% | +4.1% | -3.2% |
| YTD | -1.9% | +7.2% | -9.0% | -1.7% |
| 1Y | -1.4% | +4.1% | -5.4% | -1.3% |
| 3Y | +9.8% | +46.9% | -37.1% | +10.8% |
| 5Y | -8.8% | +32.9% | -41.7% | -8.1% |
| 10Y | +4.7% | +144.5% | -139.8% | +9.0% |
| All | +129.0% | +1,002.0% | -873.0% | +162.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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