+3.6%
IEF vs DVA
+187.8%
-184.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -1.3% | -1.3% | 0.0% | -1.4% |
| 30D | -1.7% | 0.0% | -1.8% | -1.7% |
| 3M | -2.5% | -10.9% | +8.4% | -2.6% |
| 6M | -3.3% | +17.3% | -20.5% | -3.1% |
| YTD | -2.8% | +59.8% | -62.6% | -2.3% |
| 1Y | -2.7% | +36.3% | -39.0% | -2.4% |
| 3Y | +8.9% | +88.6% | -79.7% | +10.1% |
| 5Y | -9.4% | +47.5% | -57.0% | -9.0% |
| All | +3.6% | +187.8% | -184.2% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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