-7.5%
IEF vs GFS
-2.1%
-5.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.2% | +3.2% | -4.4% | -1.2% |
| 30D | -1.5% | -9.6% | +8.1% | -1.4% |
| 3M | -1.7% | -38.5% | +36.8% | -1.4% |
| 6M | -3.5% | -1.3% | -2.2% | -3.5% |
| YTD | -2.6% | +31.8% | -34.4% | -2.8% |
| 1Y | -2.4% | +44.6% | -46.9% | -2.6% |
| 3Y | +8.9% | -20.6% | +29.6% | +9.2% |
| All | -7.5% | -2.1% | -5.4% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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