+417.9%
GE vs IEF
-8.6%
+426.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.6% | -2.9% |
| 7D | -1.2% | -0.3% | -0.9% | -1.3% |
| 30D | -11.3% | -0.6% | -10.7% | -11.3% |
| 3M | -1.4% | -1.0% | -0.4% | -1.5% |
| 6M | +1.2% | -3.1% | +4.3% | +0.7% |
| YTD | +5.9% | -1.9% | +7.8% | +5.7% |
| 1Y | +18.4% | -1.4% | +19.8% | +18.3% |
| 3Y | +271.0% | +9.8% | +261.2% | +277.0% |
| 5Y | +417.9% | -8.8% | +426.8% | +322.5% |
| All | +417.9% | -8.6% | +426.5% | +322.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling