+663.3%
BA vs IEF
+129.4%
+533.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.8% |
| 7D | +1.2% | -0.3% | +1.4% | +0.9% |
| 30D | -11.6% | -0.8% | -10.9% | -12.3% |
| 3M | -2.4% | -1.0% | -1.4% | -3.4% |
| 6M | -6.6% | -2.8% | -3.9% | -9.5% |
| YTD | -2.2% | -1.5% | -0.7% | -4.0% |
| 1Y | -8.0% | -0.4% | -7.6% | -8.8% |
| 3Y | -5.0% | +9.7% | -14.6% | +3.7% |
| 5Y | -2.7% | -8.3% | +5.6% | -16.6% |
| 10Y | +75.9% | +4.6% | +71.3% | +83.8% |
| All | +663.3% | +129.4% | +533.9% | +2,245.8% |
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