+1,683.3%
BE vs IEF
+10.0%
+1,673.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.6% |
| 7D | +23.9% | -0.3% | +24.2% | +24.4% |
| 30D | +27.8% | -0.6% | +28.4% | +28.7% |
| 3M | +3.7% | -1.0% | +4.7% | +4.9% |
| 6M | +78.0% | -3.1% | +81.0% | +83.7% |
| YTD | +209.9% | -1.9% | +211.8% | +215.5% |
| 1Y | +389.6% | -1.4% | +391.0% | +393.7% |
| All | +1,683.3% | +10.0% | +1,673.3% | +1,389.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling