+9.1%
IEF vs GDDY
+390.3%
-381.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.2% |
| 7D | -1.3% | -3.2% | +1.9% | -1.4% |
| 30D | -1.7% | +6.8% | -8.6% | -1.7% |
| 3M | -2.5% | +30.5% | -33.0% | -2.3% |
| 6M | -3.3% | +13.3% | -16.6% | -3.1% |
| YTD | -2.8% | -21.0% | +18.1% | -3.0% |
| 1Y | -2.7% | -34.0% | +31.3% | -3.0% |
| 3Y | +8.9% | +33.1% | -24.2% | +9.4% |
| 5Y | -9.4% | +30.3% | -39.7% | -8.9% |
| 10Y | +3.7% | +205.5% | -201.8% | +6.6% |
| All | +9.1% | +390.3% | -381.3% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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