-8.0%
IEF vs GPC
+4.8%
-12.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | -1.9% | -1.3% | -0.6% | -1.9% |
| 30D | +1.1% | -6.0% | +7.1% | +1.3% |
| 3M | -1.9% | -7.6% | +5.7% | -1.7% |
| 6M | -2.4% | +24.2% | -26.6% | -3.0% |
| YTD | -3.0% | +2.7% | -5.7% | -3.3% |
| 1Y | -3.1% | +0.2% | -3.3% | -3.4% |
| 3Y | +10.7% | -0.8% | +11.4% | +10.2% |
| 5Y | -8.0% | +4.4% | -12.4% | -7.6% |
| All | -8.0% | +4.8% | -12.8% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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