+129.8%
IEF vs GEN
+929.4%
-799.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.1% | -0.1% |
| 7D | -0.3% | -1.2% | +0.9% | -0.3% |
| 30D | -0.8% | +10.1% | -10.9% | -0.5% |
| 3M | -1.0% | +16.1% | -17.1% | -0.5% |
| 6M | -2.8% | +38.9% | -41.6% | -1.6% |
| YTD | -1.5% | +14.4% | -15.9% | -0.9% |
| 1Y | -0.4% | +5.9% | -6.3% | -0.1% |
| 3Y | +9.7% | +58.8% | -49.1% | +11.9% |
| 5Y | -8.3% | +24.7% | -33.0% | -7.0% |
| 10Y | +4.6% | +163.1% | -158.5% | +11.6% |
| All | +129.8% | +929.4% | -799.5% | +177.2% |
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