-9.2%
IEF vs GME
-58.9%
+49.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -0.8% |
| 7D | -1.2% | +6.0% | -7.2% | -1.2% |
| 30D | -1.5% | +8.3% | -9.8% | -1.5% |
| 3M | -1.7% | -9.1% | +7.4% | -1.6% |
| 6M | -3.5% | -16.3% | +12.8% | -3.4% |
| YTD | -2.6% | +1.5% | -4.2% | -2.7% |
| 1Y | -2.4% | -16.3% | +13.9% | -2.3% |
| 3Y | +8.9% | +15.1% | -6.2% | +7.7% |
| 5Y | -9.2% | -57.2% | +47.9% | -10.7% |
| All | -9.2% | -58.9% | +49.6% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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