-8.6%
IEF vs GPC
+29.7%
-38.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | 0.0% |
| 7D | +0.1% | +0.2% | -0.1% | +0.1% |
| 30D | -0.7% | -0.4% | -0.3% | -0.7% |
| 3M | -0.4% | +39.2% | -39.6% | -1.3% |
| 6M | -2.5% | +18.2% | -20.7% | -3.1% |
| YTD | -1.6% | +12.1% | -13.7% | -2.1% |
| 1Y | -1.3% | -0.7% | -0.6% | -1.6% |
| 3Y | +10.1% | -1.7% | +11.8% | +9.6% |
| All | -8.6% | +29.7% | -38.3% | -8.0% |
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