+1.6%
IEF vs GLXY
-38.8%
+40.4%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.3% | +5.1% | -0.2% |
| 7D | -2.0% | +5.3% | -7.3% | -2.0% |
| 30D | +0.7% | -19.8% | +20.5% | +0.8% |
| 3M | -2.5% | -31.4% | +28.9% | -2.3% |
| 6M | -2.6% | -53.3% | +50.8% | -2.3% |
| YTD | -3.2% | -35.7% | +32.5% | -3.0% |
| 1Y | -3.0% | -47.2% | +44.2% | -2.8% |
| All | +1.6% | -38.8% | +40.4% | +1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling