+129.8%
IEF vs GAP
+209.7%
-79.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -0.3% | -4.5% | +4.2% | -0.4% |
| 30D | -0.8% | +9.0% | -9.8% | -0.5% |
| 3M | -1.0% | +5.0% | -6.0% | -0.8% |
| 6M | -2.8% | -17.8% | +15.1% | -3.1% |
| YTD | -1.5% | -10.4% | +8.9% | -1.6% |
| 1Y | -0.4% | -3.4% | +3.0% | -0.2% |
| 3Y | +9.7% | +111.5% | -101.8% | +13.5% |
| 5Y | -8.3% | +8.8% | -17.1% | -6.5% |
| 10Y | +4.6% | +32.9% | -28.3% | +10.9% |
| All | +129.8% | +209.7% | -79.9% | +163.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling