+12.0%
IEF vs GH
+480.1%
-468.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +0.1% | -2.1% | +2.2% | +0.1% |
| 30D | -0.7% | -4.5% | +3.7% | -0.7% |
| 3M | -0.4% | +28.9% | -29.3% | -0.6% |
| 6M | -2.5% | +76.5% | -79.0% | -2.8% |
| YTD | -1.6% | +57.6% | -59.2% | -1.9% |
| 1Y | -1.3% | +167.5% | -168.9% | -1.8% |
| 3Y | +10.1% | +377.4% | -367.3% | +8.9% |
| 5Y | -8.3% | +23.8% | -32.1% | -9.8% |
| All | +12.0% | +480.1% | -468.2% | +12.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling