+129.6%
IEF vs GME
+1,126.5%
-996.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | -0.1% |
| 7D | +0.1% | +0.4% | -0.4% | +0.1% |
| 30D | -0.7% | -1.4% | +0.7% | -0.7% |
| 3M | -0.4% | -15.1% | +14.7% | -0.5% |
| 6M | -2.5% | -22.5% | +20.0% | -2.6% |
| YTD | -1.6% | -5.9% | +4.3% | -1.6% |
| 1Y | -1.3% | -18.6% | +17.3% | -1.4% |
| 3Y | +10.1% | +6.7% | +3.4% | +11.1% |
| 5Y | -8.3% | -62.0% | +53.7% | -7.8% |
| 10Y | +4.5% | +239.5% | -235.0% | +15.8% |
| All | +129.6% | +1,126.5% | -996.9% | +166.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling