-9.2%
IEF vs GH
+21.3%
-30.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.8% |
| 7D | -1.2% | -1.2% | +0.1% | -1.2% |
| 30D | -1.5% | -3.7% | +2.2% | -1.4% |
| 3M | -1.7% | +21.7% | -23.3% | -2.0% |
| 6M | -3.5% | +75.7% | -79.3% | -4.4% |
| YTD | -2.6% | +55.7% | -58.3% | -3.4% |
| 1Y | -2.4% | +181.1% | -183.5% | -4.0% |
| 3Y | +8.9% | +371.6% | -362.7% | +5.5% |
| 5Y | -9.2% | +23.2% | -32.4% | -12.4% |
| All | -9.2% | +21.3% | -30.5% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling