-8.0%
IEF vs GEN
+31.4%
-39.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.7% |
| 7D | -1.9% | -3.0% | +1.1% | -1.8% |
| 30D | +1.1% | +24.7% | -23.6% | +0.4% |
| 3M | -1.9% | +4.1% | -6.1% | -2.2% |
| 6M | -2.4% | +36.0% | -38.4% | -3.4% |
| YTD | -3.0% | +10.9% | -13.9% | -3.5% |
| 1Y | -3.1% | +12.2% | -15.3% | -3.7% |
| 3Y | +10.7% | +63.3% | -52.6% | +8.7% |
| 5Y | -8.0% | +29.0% | -37.0% | -8.8% |
| All | -8.0% | +31.4% | -39.3% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 5y: compounded portfolio wealth divided by compounded GEN 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…
5y analysis · Full analysis span regression · 6 months rolling