+867.9%
GLW vs IEF
+4.6%
+863.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.3% |
| 7D | +16.9% | -0.3% | +17.2% | +16.7% |
| 30D | +7.0% | -0.6% | +7.6% | +6.6% |
| 3M | -3.0% | -1.0% | -2.0% | -3.7% |
| 6M | +31.0% | -3.1% | +34.1% | +27.6% |
| YTD | +93.4% | -1.9% | +95.3% | +90.3% |
| 1Y | +134.7% | -1.4% | +136.1% | +132.0% |
| 3Y | +471.8% | +9.8% | +462.0% | +517.4% |
| 5Y | +394.5% | -8.8% | +403.3% | +259.7% |
| 10Y | +867.9% | +4.7% | +863.3% | +865.7% |
| All | +867.9% | +4.6% | +863.4% | +865.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling