+365.2%
BKR vs IEF
+126.7%
+238.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.8% | -5.9% | -7.7% |
| 7D | -6.7% | -1.2% | -5.5% | -8.2% |
| 30D | -8.3% | -1.5% | -6.9% | -10.2% |
| 3M | -5.4% | -1.7% | -3.7% | -7.5% |
| 6M | +0.8% | -3.5% | +4.3% | -3.9% |
| YTD | +31.8% | -2.6% | +34.5% | +27.1% |
| 1Y | +28.6% | -2.4% | +31.0% | +24.5% |
| 3Y | +71.2% | +8.9% | +62.3% | +92.7% |
| 5Y | +179.2% | -9.2% | +188.5% | +134.9% |
| 10Y | +124.0% | +3.9% | +120.1% | +140.7% |
| All | +365.2% | +126.7% | +238.5% | +1,813.7% |
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