+7.4%
IEF vs GD
+174.7%
-167.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -0.8% | +0.6% | -1.4% | -0.8% |
| 30D | +1.7% | +9.5% | -7.8% | +2.0% |
| 3M | -1.4% | -5.8% | +4.5% | -1.6% |
| 6M | -2.3% | +7.7% | -10.0% | -2.0% |
| YTD | -2.6% | +11.1% | -13.6% | -2.1% |
| 1Y | -2.7% | +6.1% | -8.7% | -2.4% |
| 3Y | +11.2% | +59.8% | -48.6% | +13.8% |
| 5Y | -7.4% | +104.6% | -112.0% | -3.5% |
| 10Y | +7.4% | +170.6% | -163.1% | +14.2% |
| All | +7.4% | +174.7% | -167.3% | +14.2% |
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