+147.5%
GE vs IEF
+3.8%
+143.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.3% |
| 7D | -4.0% | -1.3% | -2.6% | -5.0% |
| 30D | -11.4% | -1.7% | -9.7% | -12.6% |
| 3M | -2.6% | -2.5% | -0.1% | -4.6% |
| 6M | -0.3% | -3.3% | +2.9% | -3.3% |
| YTD | +5.4% | -2.8% | +8.2% | +2.6% |
| 1Y | +15.5% | -2.7% | +18.3% | +12.7% |
| 3Y | +260.8% | +8.9% | +251.9% | +291.6% |
| 5Y | +421.6% | -9.4% | +431.1% | +296.1% |
| All | +147.5% | +3.8% | +143.7% | +128.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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