-0.4%
IEF vs GLXY
+8.0%
-8.5%
-4.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | -0.3% | +13.4% | -13.7% | -0.4% |
| 30D | -0.8% | +38.1% | -38.9% | -1.0% |
| 3M | -1.0% | -7.3% | +6.4% | -1.0% |
| 6M | -2.8% | +8.2% | -10.9% | -2.8% |
| YTD | -1.5% | +17.8% | -19.3% | -1.5% |
| 1Y | -0.4% | +14.9% | -15.4% | -1.0% |
| All | -0.4% | +8.0% | -8.5% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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