+7.3%
IEF vs GD
+180.8%
-173.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.3% | -0.8% |
| 7D | -0.2% | -1.9% | +1.7% | -0.2% |
| 30D | +1.8% | +10.9% | -9.1% | +2.2% |
| 3M | -1.2% | -6.8% | +5.6% | -1.4% |
| 6M | -2.5% | +7.0% | -9.5% | -2.2% |
| YTD | -2.5% | +11.1% | -13.6% | -2.0% |
| 1Y | -2.3% | +7.0% | -9.3% | -2.0% |
| 3Y | +11.3% | +59.9% | -48.6% | +13.9% |
| 5Y | -7.6% | +102.5% | -110.1% | -3.8% |
| 10Y | +7.3% | +174.0% | -166.8% | +14.0% |
| All | +7.3% | +180.8% | -173.6% | +14.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling