+7.6%
IEF vs GD
+185.2%
-177.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.3% | 0.0% |
| 7D | +0.3% | -3.0% | +3.4% | +0.2% |
| 30D | +2.7% | +9.3% | -6.6% | +3.0% |
| 3M | -0.8% | -7.2% | +6.4% | -1.0% |
| 6M | -1.7% | +5.5% | -7.1% | -1.4% |
| YTD | -1.6% | +9.5% | -11.1% | -1.2% |
| 1Y | -1.6% | +6.4% | -8.0% | -1.3% |
| 3Y | +12.4% | +59.8% | -47.5% | +15.0% |
| 5Y | -7.6% | +98.0% | -105.6% | -3.9% |
| 10Y | +7.6% | +177.4% | -169.8% | +15.0% |
| All | +7.6% | +185.2% | -177.6% | +15.0% |
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