+10.6%
IEF vs GH
+467.1%
-456.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | -0.2% |
| 7D | -1.3% | -2.5% | +1.2% | -1.3% |
| 30D | -1.7% | -4.7% | +2.9% | -1.7% |
| 3M | -2.5% | +20.2% | -22.8% | -2.6% |
| 6M | -3.3% | +78.8% | -82.0% | -3.6% |
| YTD | -2.8% | +54.1% | -56.9% | -3.1% |
| 1Y | -2.7% | +177.1% | -179.8% | -3.2% |
| 3Y | +8.9% | +371.6% | -362.7% | +7.8% |
| 5Y | -9.4% | +21.9% | -31.3% | -10.9% |
| All | +10.6% | +467.1% | -456.6% | +11.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling