+9,439.1%
GLW vs IEF
+129.4%
+9,309.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.6% |
| 7D | +3.8% | -0.3% | +4.1% | +3.4% |
| 30D | -1.3% | -0.8% | -0.6% | -2.3% |
| 3M | -21.8% | -1.0% | -20.8% | -22.9% |
| 6M | +6.9% | -2.8% | +9.7% | +2.2% |
| YTD | +77.2% | -1.5% | +78.7% | +72.6% |
| 1Y | +123.2% | -0.4% | +123.7% | +120.7% |
| 3Y | +400.0% | +9.7% | +390.3% | +462.5% |
| 5Y | +342.8% | -8.3% | +351.1% | +258.4% |
| 10Y | +771.4% | +4.6% | +766.8% | +829.2% |
| All | +9,439.1% | +129.4% | +9,309.8% | +76,565.7% |
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