+25.1%
GILD vs IEF
-2.7%
+27.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.5% |
| 7D | -4.8% | -1.3% | -3.5% | -3.2% |
| 30D | +5.8% | -1.7% | +7.5% | +8.2% |
| 3M | +14.9% | -2.5% | +17.5% | +18.5% |
| 6M | -0.4% | -3.3% | +2.9% | +3.6% |
| YTD | +18.5% | -2.8% | +21.4% | +22.6% |
| 1Y | +25.1% | -2.7% | +27.8% | +29.2% |
| All | +25.1% | -2.7% | +27.8% | +29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling