-1.2%
IEF vs GWRE
-24.6%
+23.4%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.3% | +0.4% |
| 7D | +0.8% | +4.5% | -3.8% | +0.7% |
| 30D | +3.2% | +1.7% | +1.5% | +3.2% |
| 3M | -1.1% | +4.4% | -5.5% | -1.2% |
| 6M | -1.4% | +19.5% | -20.9% | -1.5% |
| YTD | -1.8% | -16.7% | +14.9% | -1.3% |
| 1Y | -1.2% | -24.0% | +22.8% | -0.5% |
| All | -1.2% | -24.6% | +23.4% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling