+1,003.0%
BE vs IEF
+9.1%
+993.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.2% | +6.9% | +6.7% |
| 7D | +9.0% | -1.3% | +10.4% | +9.5% |
| 30D | +16.3% | -1.7% | +18.0% | +17.0% |
| 3M | +10.8% | -2.5% | +13.3% | +11.7% |
| 6M | +73.2% | -3.3% | +76.5% | +75.0% |
| YTD | +217.4% | -2.8% | +220.2% | +220.1% |
| 1Y | +309.8% | -2.7% | +312.5% | +312.8% |
| 3Y | +1,726.2% | +8.9% | +1,717.2% | +1,683.7% |
| 5Y | +1,306.2% | -9.4% | +1,315.6% | +1,022.8% |
| All | +1,003.0% | +9.1% | +993.9% | +1,162.6% |
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