+6,969.2%
GLW vs IEF
+125.4%
+6,843.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.6% |
| 7D | +7.7% | -2.0% | +9.7% | +4.9% |
| 30D | -18.8% | +0.7% | -19.5% | -17.9% |
| 3M | -27.7% | -2.5% | -25.3% | -29.9% |
| 6M | -44.4% | -2.6% | -41.9% | -46.4% |
| YTD | +31.3% | -3.2% | +34.5% | +25.2% |
| 1Y | +40.0% | -3.0% | +43.1% | +33.8% |
| 3Y | +339.2% | +10.5% | +328.7% | +403.8% |
| 5Y | +229.2% | -8.2% | +237.3% | +170.1% |
| 10Y | +528.4% | +6.7% | +521.7% | +599.3% |
| All | +6,969.2% | +125.4% | +6,843.8% | +55,508.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling