-9.5%
IEF vs GWRE
+15.1%
-24.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | -1.3% | -13.2% | +11.9% | -1.0% |
| 30D | -1.7% | -18.6% | +16.8% | -1.4% |
| 3M | -2.5% | +18.9% | -21.4% | -3.2% |
| 6M | -3.3% | -11.0% | +7.7% | -3.3% |
| YTD | -2.8% | -29.9% | +27.1% | -2.2% |
| 1Y | -2.7% | -44.3% | +41.6% | -1.4% |
| 3Y | +8.9% | +51.7% | -42.8% | +5.0% |
| All | -9.5% | +15.1% | -24.6% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling