-16.2%
BA vs IEF
+10.9%
-27.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -1.1% | -2.0% | +0.9% | -0.5% |
| 30D | -7.1% | +0.7% | -7.8% | -7.3% |
| 3M | -25.5% | -2.5% | -23.1% | -25.0% |
| 6M | -28.7% | -2.6% | -26.2% | -28.2% |
| YTD | -21.0% | -3.2% | -17.8% | -20.4% |
| 1Y | -11.9% | -3.0% | -8.8% | -11.2% |
| 3Y | -16.2% | +10.5% | -26.7% | -14.3% |
| All | -16.2% | +10.9% | -27.1% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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