+523.6%
BA vs IEF
+129.2%
+394.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.4% |
| 7D | +1.1% | +0.1% | +1.0% | +1.2% |
| 30D | -7.9% | +3.1% | -11.0% | -5.3% |
| 3M | -25.3% | -0.5% | -24.8% | -25.7% |
| 6M | -24.6% | -1.6% | -22.9% | -26.0% |
| YTD | -20.1% | -1.6% | -18.6% | -21.7% |
| 1Y | -11.8% | -1.5% | -10.3% | -13.4% |
| 3Y | -10.1% | +12.4% | -22.6% | +0.8% |
| 5Y | -22.7% | -7.5% | -15.2% | -33.0% |
| 10Y | +35.1% | +5.2% | +29.9% | +42.0% |
| All | +523.6% | +129.2% | +394.4% | +1,814.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling