+391.9%
BAC vs IEF
+4.0%
+387.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -1.2% |
| 7D | -0.3% | -1.2% | +0.9% | -1.8% |
| 30D | -1.8% | -1.5% | -0.3% | -3.6% |
| 3M | +15.3% | -1.7% | +17.0% | +12.8% |
| 6M | +30.2% | -3.5% | +33.7% | +24.0% |
| YTD | +15.6% | -2.6% | +18.2% | +11.5% |
| 1Y | +27.5% | -2.4% | +29.8% | +23.4% |
| 3Y | +137.0% | +8.9% | +128.1% | +165.8% |
| 5Y | +75.6% | -9.2% | +84.8% | +10.0% |
| All | +391.9% | +4.0% | +387.9% | +415.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling