+632.4%
GEV vs IEF
+5.9%
+626.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.5% |
| 7D | +1.6% | -1.3% | +3.0% | +1.1% |
| 30D | -7.9% | -1.7% | -6.2% | -8.6% |
| 3M | +5.6% | -2.5% | +8.2% | +4.5% |
| 6M | +13.1% | -3.3% | +16.3% | +10.9% |
| YTD | +46.7% | -2.8% | +49.6% | +44.7% |
| 1Y | +51.3% | -2.7% | +54.0% | +49.5% |
| All | +632.4% | +5.9% | +626.6% | +605.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling