+65.9%
BLK vs IEF
+9.0%
+56.9%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -3.3% | -1.3% | -2.0% | -2.5% |
| 30D | -6.5% | -1.7% | -4.8% | -5.5% |
| 3M | +6.7% | -2.5% | +9.3% | +8.4% |
| 6M | +14.7% | -3.3% | +18.0% | +16.9% |
| YTD | +2.5% | -2.8% | +5.3% | +4.2% |
| 1Y | -2.8% | -2.7% | -0.1% | -1.2% |
| 3Y | +65.9% | +8.9% | +57.0% | +53.2% |
| All | +65.9% | +9.0% | +56.9% | +53.2% |
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