+125.9%
IEF vs GEN
+921.0%
-795.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.1% |
| 7D | -2.0% | +2.0% | -4.0% | -1.9% |
| 30D | +0.7% | +27.7% | -27.0% | +1.5% |
| 3M | -2.5% | +3.3% | -5.7% | -2.3% |
| 6M | -2.6% | +31.8% | -34.4% | -1.6% |
| YTD | -3.2% | +13.5% | -16.7% | -2.6% |
| 1Y | -3.0% | +16.0% | -19.1% | -2.4% |
| 3Y | +10.5% | +70.6% | -60.0% | +13.2% |
| 5Y | -8.2% | +32.1% | -40.3% | -6.5% |
| 10Y | +6.7% | +153.4% | -146.7% | +13.6% |
| All | +125.9% | +921.0% | -795.1% | +172.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling