+47.6%
IEF vs GNRC
+2,082.9%
-2,035.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -0.2% |
| 7D | -1.3% | -0.2% | -1.2% | -1.3% |
| 30D | -1.7% | -15.7% | +14.0% | -1.9% |
| 3M | -2.5% | -27.3% | +24.8% | -2.9% |
| 6M | -3.3% | -12.1% | +8.8% | -3.3% |
| YTD | -2.8% | +37.1% | -39.9% | -2.3% |
| 1Y | -2.7% | -0.5% | -2.3% | -2.5% |
| 3Y | +8.9% | +61.5% | -52.6% | +10.1% |
| 5Y | -9.4% | -58.6% | +49.2% | -11.1% |
| 10Y | +3.7% | +446.3% | -442.6% | +13.1% |
| All | +47.6% | +2,082.9% | -2,035.3% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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