+71.2%
BKR vs IEF
+9.0%
+62.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -7.0% | -1.3% | -5.6% | -7.5% |
| 30D | -8.1% | -1.7% | -6.4% | -8.8% |
| 3M | -6.6% | -2.5% | -4.1% | -7.6% |
| 6M | +0.9% | -3.3% | +4.1% | -0.6% |
| YTD | +31.1% | -2.8% | +33.9% | +29.6% |
| 1Y | +27.7% | -2.7% | +30.4% | +26.4% |
| 3Y | +71.2% | +8.9% | +62.3% | +72.6% |
| All | +71.2% | +9.0% | +62.3% | +72.6% |
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