+7.5%
IEF vs GD
+165.4%
-157.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.8% |
| 7D | -1.9% | +1.9% | -3.8% | -1.8% |
| 30D | +1.1% | +9.2% | -8.1% | +1.4% |
| 3M | -1.9% | -7.5% | +5.5% | -2.2% |
| 6M | -2.4% | +5.8% | -8.1% | -2.1% |
| YTD | -3.0% | +9.8% | -12.8% | -2.6% |
| 1Y | -3.1% | +5.8% | -8.9% | -2.9% |
| 3Y | +10.7% | +58.0% | -47.3% | +13.2% |
| 5Y | -8.0% | +100.4% | -108.4% | -4.3% |
| All | +7.5% | +165.4% | -157.9% | +14.1% |
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