-8.8%
IEF vs GSK
+47.3%
-56.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -0.3% | -3.6% | +3.3% | -0.1% |
| 30D | -0.6% | -5.9% | +5.4% | -0.3% |
| 3M | -1.0% | -4.3% | +3.3% | -0.8% |
| 6M | -3.1% | -10.8% | +7.7% | -2.6% |
| YTD | -1.9% | +1.8% | -3.7% | -2.1% |
| 1Y | -1.4% | +23.5% | -24.8% | -2.6% |
| 3Y | +9.8% | +49.5% | -39.8% | +7.0% |
| 5Y | -8.8% | +49.7% | -58.5% | -11.9% |
| All | -8.8% | +47.3% | -56.1% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling