+3.3%
IEF vs GLXY
+15.1%
-11.8%
-4.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -0.1% |
| 7D | +0.1% | +15.5% | -15.4% | 0.0% |
| 30D | -0.7% | +34.1% | -34.8% | -0.9% |
| 3M | -0.4% | -11.3% | +10.9% | -0.4% |
| 6M | -2.5% | +31.6% | -34.1% | -2.5% |
| YTD | -1.6% | +21.0% | -22.6% | -1.6% |
| 1Y | -1.3% | +11.7% | -13.0% | -1.3% |
| All | +3.3% | +15.1% | -11.8% | +2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling