+129.0%
IEF vs DVA
+2,367.6%
-2,238.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.2% |
| 7D | -0.3% | +2.0% | -2.3% | -0.3% |
| 30D | -0.6% | -0.4% | -0.2% | -0.6% |
| 3M | -1.0% | -7.7% | +6.7% | -1.1% |
| 6M | -3.1% | +20.0% | -23.0% | -2.5% |
| YTD | -1.9% | +61.1% | -63.0% | -0.5% |
| 1Y | -1.4% | +33.9% | -35.2% | -0.4% |
| 3Y | +9.8% | +91.5% | -81.7% | +12.4% |
| 5Y | -8.8% | +41.8% | -50.6% | -7.3% |
| 10Y | +4.7% | +187.5% | -182.8% | +10.8% |
| All | +129.0% | +2,367.6% | -2,238.6% | +161.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling