+40,215.5%
BKNG vs IEF
+126.7%
+40,088.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | -0.4% |
| 7D | -10.7% | -1.2% | -9.5% | -11.9% |
| 30D | -18.1% | -1.5% | -16.6% | -19.5% |
| 3M | +8.5% | -1.7% | +10.2% | +6.2% |
| 6M | -0.1% | -3.5% | +3.5% | -4.5% |
| YTD | -18.2% | -2.6% | -15.6% | -21.0% |
| 1Y | -19.9% | -2.4% | -17.5% | -22.3% |
| 3Y | +41.6% | +8.9% | +32.7% | +56.8% |
| 5Y | +93.1% | -9.2% | +102.4% | +61.8% |
| 10Y | +214.8% | +3.9% | +210.9% | +230.1% |
| All | +40,215.5% | +126.7% | +40,088.8% | +187,008.8% |
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