+128.9%
IEF vs GD
+1,347.2%
-1,218.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.2% |
| 7D | +0.1% | -5.0% | +5.1% | -0.2% |
| 30D | +3.1% | +8.9% | -5.8% | +3.7% |
| 3M | -0.8% | -8.0% | +7.2% | -1.4% |
| 6M | -2.0% | +2.9% | -4.9% | -1.7% |
| YTD | -1.9% | +7.1% | -9.0% | -1.3% |
| 1Y | -1.8% | +5.9% | -7.7% | -1.3% |
| 3Y | +12.0% | +53.9% | -41.8% | +16.1% |
| 5Y | -7.8% | +95.4% | -103.2% | -2.3% |
| 10Y | +4.8% | +193.5% | -188.7% | +16.6% |
| All | +128.9% | +1,347.2% | -1,218.4% | +194.7% |
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