+129.6%
IEF vs GRMN
+5,524.1%
-5,394.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | +0.1% | +0.2% | -0.1% | +0.1% |
| 30D | -0.7% | -11.3% | +10.6% | -1.1% |
| 3M | -0.4% | +17.7% | -18.1% | +0.1% |
| 6M | -2.5% | +14.2% | -16.7% | -2.0% |
| YTD | -1.6% | +37.0% | -38.6% | -0.5% |
| 1Y | -1.3% | +17.0% | -18.3% | -0.7% |
| 3Y | +10.1% | +183.2% | -173.1% | +14.4% |
| 5Y | -8.3% | +77.3% | -85.6% | -6.2% |
| 10Y | +4.5% | +630.9% | -626.4% | +13.5% |
| All | +129.6% | +5,524.1% | -5,394.5% | +179.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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