-0.4%
IEF vs GH
+169.0%
-169.4%
-4.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | 0.0% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | -0.8% | -1.1% | +0.3% | -0.8% |
| 3M | -1.0% | +21.3% | -22.3% | -1.2% |
| 6M | -2.8% | +73.5% | -76.3% | -3.4% |
| YTD | -1.5% | +58.0% | -59.5% | -2.2% |
| 1Y | -0.4% | +163.1% | -163.5% | -0.6% |
| All | -0.4% | +169.0% | -169.4% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 1y: compounded portfolio wealth divided by compounded GH 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…
1y analysis · Full analysis span regression · 6 months rolling