+182.4%
BAC vs IEF
+127.0%
+55.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | -1.3% |
| 7D | +2.1% | -0.2% | +2.2% | +1.7% |
| 30D | -6.7% | +1.8% | -8.5% | -3.7% |
| 3M | -20.2% | -1.2% | -19.0% | -22.0% |
| 6M | -0.2% | -2.5% | +2.3% | -5.0% |
| YTD | -6.4% | -2.5% | -3.9% | -10.8% |
| 1Y | -3.1% | -2.3% | -0.8% | -7.4% |
| 3Y | +96.7% | +11.3% | +85.5% | +138.8% |
| 5Y | +21.3% | -7.6% | +28.9% | -5.2% |
| 10Y | +237.7% | +7.3% | +230.4% | +301.9% |
| All | +182.4% | +127.0% | +55.3% | +1,176.3% |
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