+4,152.7%
BLK vs IEF
+126.7%
+4,026.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -1.7% |
| 7D | -5.2% | -1.2% | -4.0% | -6.3% |
| 30D | -7.0% | -1.5% | -5.6% | -8.5% |
| 3M | +5.7% | -1.7% | +7.3% | +3.8% |
| 6M | +11.0% | -3.5% | +14.5% | +6.7% |
| YTD | +0.9% | -2.6% | +3.5% | -2.1% |
| 1Y | -1.6% | -2.4% | +0.8% | -4.3% |
| 3Y | +64.5% | +8.9% | +55.5% | +79.0% |
| 5Y | +30.9% | -9.2% | +40.1% | +7.1% |
| 10Y | +275.1% | +3.9% | +271.3% | +289.2% |
| All | +4,152.7% | +126.7% | +4,026.0% | +11,040.9% |
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