+9.1%
IEF vs GSK
+47.2%
-38.1%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.3% | -0.7% |
| 7D | -1.2% | -5.4% | +4.2% | -0.9% |
| 30D | -1.5% | -4.6% | +3.1% | -1.2% |
| 3M | -1.7% | -5.1% | +3.4% | -1.5% |
| 6M | -3.5% | -11.4% | +7.9% | -3.0% |
| YTD | -2.6% | +0.7% | -3.4% | -2.7% |
| 1Y | -2.4% | +23.0% | -25.4% | -3.5% |
| All | +9.1% | +47.2% | -38.1% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 3y: compounded portfolio wealth divided by compounded GSK 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…
3y analysis · Full analysis span regression · 6 months rolling