+627.7%
GEV vs IEF
+6.9%
+620.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.2% |
| 7D | +3.2% | -0.3% | +3.5% | +3.0% |
| 30D | -4.0% | -0.6% | -3.4% | -4.2% |
| 3M | +3.4% | -1.0% | +4.4% | +2.9% |
| 6M | +14.7% | -3.1% | +17.8% | +12.2% |
| YTD | +45.8% | -1.9% | +47.7% | +44.3% |
| 1Y | +57.4% | -1.4% | +58.7% | +56.6% |
| All | +627.7% | +6.9% | +620.8% | +603.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling