+1.8%
IEF vs GLXY
-35.4%
+37.2%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.1% | -0.8% |
| 7D | -1.9% | +16.9% | -18.9% | -1.9% |
| 30D | +1.1% | -23.0% | +24.1% | +1.2% |
| 3M | -1.9% | -28.0% | +26.0% | -1.8% |
| 6M | -2.4% | -51.6% | +49.2% | -2.1% |
| YTD | -3.0% | -32.1% | +29.1% | -2.8% |
| 1Y | -3.1% | -51.5% | +48.3% | -2.9% |
| All | +1.8% | -35.4% | +37.2% | +1.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling