+10.0%
IEF vs GTLB
-12.2%
+22.1%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | -0.3% |
| 7D | -0.3% | -6.6% | +6.3% | -0.3% |
| 30D | -0.6% | +13.7% | -14.3% | -0.7% |
| 3M | -1.0% | +52.9% | -53.9% | -1.3% |
| 6M | -3.1% | +88.5% | -91.6% | -3.5% |
| YTD | -1.9% | +23.4% | -25.3% | -2.1% |
| 1Y | -1.4% | -3.8% | +2.5% | -1.4% |
| All | +10.0% | -12.2% | +22.1% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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