-2.8%
IEF vs GSK
-9.1%
+6.3%
-3.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.1% |
| 7D | +0.1% | -4.2% | +4.2% | +0.3% |
| 30D | -0.7% | -7.5% | +6.8% | -0.2% |
| 3M | -0.4% | -3.3% | +2.8% | -0.3% |
| All | -2.8% | -9.1% | +6.3% | -1.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling