+119.6%
GLW vs IEF
-2.3%
+121.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -1.6% |
| 7D | +11.7% | -1.2% | +12.9% | +14.5% |
| 30D | +2.7% | -1.5% | +4.1% | +5.5% |
| 3M | -2.8% | -1.7% | -1.1% | +0.9% |
| 6M | +20.2% | -3.5% | +23.7% | +26.2% |
| YTD | +87.3% | -2.6% | +89.9% | +98.0% |
| 1Y | +119.6% | -2.4% | +122.0% | +137.3% |
| All | +119.6% | -2.3% | +121.9% | +137.3% |
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 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