+40.0%
GLW vs IEF
-3.1%
+43.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.0% |
| 7D | +7.7% | -2.0% | +9.7% | +10.9% |
| 30D | -18.8% | +0.7% | -19.5% | -21.3% |
| 3M | -27.7% | -2.5% | -25.3% | -23.4% |
| 6M | -44.4% | -2.6% | -41.9% | -40.6% |
| YTD | +31.3% | -3.2% | +34.5% | +42.7% |
| 1Y | +40.0% | -3.0% | +43.1% | +52.1% |
| All | +40.0% | -3.1% | +43.1% | +52.1% |
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