+129.8%
IEF vs GSK
+301.7%
-171.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | -0.1% |
| 7D | -0.3% | -1.8% | +1.5% | -0.3% |
| 30D | -0.8% | -2.2% | +1.4% | -0.8% |
| 3M | -1.0% | -1.8% | +0.8% | -1.0% |
| 6M | -2.8% | -10.6% | +7.9% | -3.1% |
| YTD | -1.5% | +4.4% | -5.9% | -1.3% |
| 1Y | -0.4% | +30.4% | -30.8% | +0.7% |
| 3Y | +9.7% | +60.1% | -50.4% | +12.1% |
| 5Y | -8.3% | +46.8% | -55.1% | -6.6% |
| 10Y | +4.6% | +79.2% | -74.6% | +8.6% |
| All | +129.8% | +301.7% | -171.9% | +156.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling