-24.8%
GIS vs IEF
-2.7%
-22.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.1% |
| 7D | -6.4% | -1.3% | -5.0% | -5.1% |
| 30D | -6.1% | -1.7% | -4.4% | -4.5% |
| 3M | +7.8% | -2.5% | +10.4% | +10.4% |
| 6M | -8.8% | -3.3% | -5.5% | -5.6% |
| YTD | -19.1% | -2.8% | -16.3% | -16.4% |
| 1Y | -24.8% | -2.7% | -22.0% | -22.2% |
| All | -24.8% | -2.7% | -22.1% | -22.2% |
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