+136.4%
BAC vs IEF
+9.9%
+126.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +1.2% | +0.1% | +1.1% | +1.2% |
| 30D | -0.7% | -0.7% | 0.0% | -0.7% |
| 3M | +16.9% | -0.4% | +17.4% | +17.0% |
| 6M | +29.6% | -2.5% | +32.1% | +29.7% |
| YTD | +15.3% | -1.6% | +16.8% | +15.3% |
| 1Y | +28.8% | -1.3% | +30.1% | +28.9% |
| 3Y | +136.4% | +10.1% | +126.3% | +125.8% |
| All | +136.4% | +9.9% | +126.5% | +125.8% |
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 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