+331.3%
GLW vs IEF
+10.9%
+320.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.0% |
| 7D | -11.1% | -0.2% | -10.9% | -11.1% |
| 30D | -28.4% | +1.8% | -30.2% | -29.1% |
| 3M | -28.8% | -1.2% | -27.6% | -28.5% |
| 6M | -39.8% | -2.5% | -37.3% | -39.3% |
| YTD | +28.7% | -2.5% | +31.2% | +29.9% |
| 1Y | +27.7% | -2.3% | +30.0% | +28.9% |
| 3Y | +331.3% | +11.3% | +320.1% | +324.5% |
| All | +331.3% | +10.9% | +320.4% | +324.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling