+382.5%
GLW vs IEF
-8.2%
+390.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.1% | +7.7% | +7.6% |
| 7D | +14.0% | +0.1% | +13.9% | +14.0% |
| 30D | +0.4% | -0.7% | +1.1% | +0.5% |
| 3M | -11.3% | -0.4% | -10.9% | -11.2% |
| 6M | +35.1% | -2.5% | +37.6% | +35.5% |
| YTD | +90.5% | -1.6% | +92.1% | +91.1% |
| 1Y | +132.0% | -1.3% | +133.3% | +132.7% |
| 3Y | +463.3% | +10.1% | +453.2% | +458.2% |
| 5Y | +382.5% | -8.3% | +390.8% | +307.3% |
| All | +382.5% | -8.2% | +390.7% | +307.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling