+624.5%
BMY vs IEF
+129.1%
+495.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | -3.3% | +0.1% | -3.4% | -3.3% |
| 30D | 0.0% | -0.7% | +0.7% | -0.4% |
| 3M | +17.7% | -0.4% | +18.2% | +17.5% |
| 6M | +9.6% | -2.5% | +12.1% | +8.2% |
| YTD | +24.0% | -1.6% | +25.6% | +22.9% |
| 1Y | +45.1% | -1.3% | +46.4% | +44.1% |
| 3Y | +22.5% | +10.1% | +12.4% | +29.0% |
| 5Y | +22.3% | -8.3% | +30.6% | +13.2% |
| 10Y | +62.0% | +4.5% | +57.5% | +66.9% |
| All | +624.5% | +129.1% | +495.4% | +1,379.7% |
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