+126.7%
IEF vs GPN
+1,414.6%
-1,287.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.3% | -4.3% | +3.0% | -1.5% |
| 30D | -1.7% | 0.0% | -1.8% | -1.7% |
| 3M | -2.5% | +35.8% | -38.3% | -1.4% |
| 6M | -3.3% | +22.0% | -25.3% | -2.4% |
| YTD | -2.8% | +15.2% | -18.0% | -2.1% |
| 1Y | -2.7% | +3.5% | -6.2% | -2.4% |
| 3Y | +8.9% | -26.9% | +35.8% | +8.2% |
| 5Y | -9.4% | -44.2% | +34.8% | -10.7% |
| 10Y | +3.7% | +27.3% | -23.7% | +8.2% |
| All | +126.7% | +1,414.6% | -1,287.8% | +176.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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