+249.2%
BAC vs IEF
+129.4%
+119.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | +1.1% | -0.3% | +1.4% | +0.6% |
| 30D | -0.4% | -0.8% | +0.4% | -1.8% |
| 3M | +16.9% | -1.0% | +17.9% | +14.7% |
| 6M | +26.6% | -2.8% | +29.4% | +19.9% |
| YTD | +15.8% | -1.5% | +17.3% | +12.4% |
| 1Y | +27.2% | -0.4% | +27.6% | +26.0% |
| 3Y | +132.4% | +9.7% | +122.8% | +172.5% |
| 5Y | +72.6% | -8.3% | +80.9% | +32.0% |
| 10Y | +389.7% | +4.6% | +385.1% | +452.6% |
| All | +249.2% | +129.4% | +119.9% | +1,509.5% |
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