+21.3%
BAC vs IEF
-8.2%
+29.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.2% |
| 7D | +2.1% | -0.2% | +2.2% | +2.0% |
| 30D | -6.7% | +1.8% | -8.5% | -6.5% |
| 3M | -20.2% | -1.2% | -19.0% | -20.4% |
| 6M | -0.2% | -2.5% | +2.3% | -0.6% |
| YTD | -6.4% | -2.5% | -3.9% | -6.7% |
| 1Y | -3.1% | -2.3% | -0.8% | -3.4% |
| 3Y | +96.7% | +11.3% | +85.5% | +98.7% |
| 5Y | +21.3% | -7.6% | +28.9% | -5.4% |
| All | +21.3% | -8.2% | +29.5% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling