+12.0%
IEF vs GD
+54.3%
-42.3%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | +0.1% | -5.0% | +5.1% | +0.2% |
| 30D | +3.1% | +8.9% | -5.8% | +3.0% |
| 3M | -0.8% | -8.0% | +7.2% | -0.8% |
| 6M | -2.0% | +2.9% | -4.9% | -2.0% |
| YTD | -1.9% | +7.1% | -9.0% | -2.0% |
| 1Y | -1.8% | +5.9% | -7.7% | -1.8% |
| 3Y | +12.0% | +53.9% | -41.8% | +11.8% |
| All | +12.0% | +54.3% | -42.3% | +11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling