-0.3%
BA vs IEF
+9.9%
-10.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +2.5% | +0.1% | +2.4% | +2.4% |
| 30D | -10.1% | -0.7% | -9.4% | -9.9% |
| 3M | -2.4% | -0.4% | -2.0% | -2.2% |
| 6M | -8.8% | -2.5% | -6.3% | -8.6% |
| YTD | -2.9% | -1.6% | -1.4% | -2.6% |
| 1Y | -8.8% | -1.3% | -7.4% | -8.4% |
| 3Y | -0.3% | +10.1% | -10.4% | -6.5% |
| All | -0.3% | +9.9% | -10.1% | -6.5% |
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