-0.4%
IEF vs GD
+13.1%
-13.6%
-4.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.7% | 0.0% |
| 7D | -0.3% | -5.3% | +5.0% | -0.2% |
| 30D | -0.8% | -6.4% | +5.6% | -0.7% |
| 3M | -1.0% | +5.7% | -6.7% | -1.1% |
| 6M | -2.8% | -0.9% | -1.8% | -2.6% |
| YTD | -1.5% | +8.2% | -9.7% | -1.6% |
| 1Y | -0.4% | +13.4% | -13.8% | -0.8% |
| All | -0.4% | +13.1% | -13.6% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 1y: compounded portfolio wealth divided by compounded GD 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…
1y analysis · Full analysis span regression · 6 months rolling