+5,580.8%
GILD vs IEF
+126.3%
+5,454.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.9% |
| 7D | -4.8% | -1.3% | -3.5% | -5.6% |
| 30D | +5.8% | -1.7% | +7.5% | +4.6% |
| 3M | +14.9% | -2.5% | +17.5% | +13.0% |
| 6M | -0.4% | -3.3% | +2.9% | -2.6% |
| YTD | +18.5% | -2.8% | +21.4% | +16.3% |
| 1Y | +25.1% | -2.7% | +27.8% | +22.8% |
| 3Y | +105.9% | +8.9% | +97.0% | +118.2% |
| 5Y | +143.0% | -9.4% | +152.4% | +117.0% |
| 10Y | +162.4% | +3.7% | +158.7% | +170.6% |
| All | +5,580.8% | +126.3% | +5,454.5% | +12,997.3% |
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