-2.4%
IEF vs GLXY
-10.0%
+7.6%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.8% |
| 7D | -1.2% | -8.9% | +7.8% | -1.1% |
| 30D | -1.5% | +19.9% | -21.3% | -1.6% |
| 3M | -1.7% | -20.0% | +18.3% | -1.6% |
| 6M | -3.5% | +10.5% | -14.1% | -3.5% |
| YTD | -2.6% | +7.9% | -10.6% | -2.6% |
| 1Y | -2.4% | -7.5% | +5.1% | -3.1% |
| All | -2.4% | -10.0% | +7.6% | -3.1% |
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