-6.9%
IEF vs GTLB
-47.1%
+40.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | 0.0% |
| 7D | -0.3% | +11.1% | -11.3% | -0.4% |
| 30D | -0.8% | +37.8% | -38.6% | -1.2% |
| 3M | -1.0% | +61.6% | -62.5% | -1.6% |
| 6M | -2.8% | +98.9% | -101.7% | -3.7% |
| YTD | -1.5% | +32.8% | -34.3% | -2.0% |
| 1Y | -0.4% | +14.7% | -15.1% | -0.8% |
| 3Y | +9.7% | +1.3% | +8.3% | +8.8% |
| All | -6.9% | -47.1% | +40.2% | -8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling