+129.1%
IEF vs GD
+1,356.6%
-1,227.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.7% | +0.2% |
| 7D | +0.8% | -3.9% | +4.7% | +0.5% |
| 30D | +3.2% | +8.1% | -4.9% | +3.7% |
| 3M | -1.1% | -6.8% | +5.7% | -1.5% |
| 6M | -1.4% | +3.0% | -4.4% | -1.1% |
| YTD | -1.8% | +7.8% | -9.6% | -1.1% |
| 1Y | -1.2% | +5.8% | -7.0% | -0.6% |
| 3Y | +11.5% | +55.3% | -43.8% | +15.6% |
| 5Y | -7.7% | +96.7% | -104.4% | -2.2% |
| 10Y | +4.9% | +195.4% | -190.4% | +16.8% |
| All | +129.1% | +1,356.6% | -1,227.4% | +195.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling