-9.5%
IEF vs GAP
+8.7%
-18.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -0.2% |
| 7D | -1.3% | -4.1% | +2.8% | -1.3% |
| 30D | -1.7% | +6.2% | -8.0% | -1.8% |
| 3M | -2.5% | -0.7% | -1.8% | -2.5% |
| 6M | -3.3% | -7.1% | +3.9% | -3.3% |
| YTD | -2.8% | -14.1% | +11.2% | -2.8% |
| 1Y | -2.7% | -8.5% | +5.8% | -2.7% |
| 3Y | +8.9% | +115.4% | -106.5% | +8.4% |
| All | -9.5% | +8.7% | -18.3% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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