+668.0%
BE vs IEF
+8.7%
+659.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.7% | -4.9% |
| 7D | +10.8% | -2.0% | +12.8% | +11.5% |
| 30D | -19.8% | +0.7% | -20.5% | -20.1% |
| 3M | -18.7% | -2.5% | -16.2% | -18.1% |
| 6M | -33.7% | -2.6% | -31.2% | -33.2% |
| YTD | +121.0% | -3.2% | +124.2% | +122.9% |
| 1Y | +85.4% | -3.0% | +88.4% | +86.9% |
| 3Y | +1,709.5% | +10.5% | +1,699.0% | +1,667.0% |
| 5Y | +462.2% | -8.2% | +470.4% | +361.3% |
| All | +668.0% | +8.7% | +659.3% | +779.4% |
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