+1,008.9%
BE vs IEF
+10.5%
+998.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.1% | +9.7% | +9.7% |
| 7D | +29.8% | +0.1% | +29.7% | +29.7% |
| 30D | +26.4% | -0.7% | +27.1% | +26.7% |
| 3M | +9.3% | -0.4% | +9.8% | +9.5% |
| 6M | +105.1% | -2.5% | +107.5% | +106.6% |
| YTD | +219.0% | -1.6% | +220.6% | +220.4% |
| 1Y | +418.8% | -1.3% | +420.1% | +420.2% |
| 3Y | +1,784.6% | +10.1% | +1,774.5% | +1,733.1% |
| 5Y | +1,251.0% | -8.3% | +1,259.3% | +973.6% |
| All | +1,008.9% | +10.5% | +998.4% | +1,164.1% |
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