+85.4%
BE vs IEF
-3.1%
+88.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.7% | -4.9% |
| 7D | +10.8% | -2.0% | +12.8% | +11.0% |
| 30D | -19.8% | +0.7% | -20.5% | -21.1% |
| 3M | -18.7% | -2.5% | -16.2% | -17.2% |
| 6M | -33.7% | -2.6% | -31.2% | -33.3% |
| YTD | +121.0% | -3.2% | +124.2% | +125.2% |
| 1Y | +85.4% | -3.0% | +88.4% | +90.0% |
| All | +85.4% | -3.1% | +88.5% | +90.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling