+406.7%
BNY vs IEF
+3.8%
+402.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | -0.1% |
| 7D | -1.3% | -1.3% | 0.0% | -2.4% |
| 30D | -0.2% | -1.7% | +1.6% | -1.6% |
| 3M | +14.9% | -2.5% | +17.5% | +12.6% |
| 6M | +40.0% | -3.3% | +43.2% | +36.1% |
| YTD | +42.0% | -2.8% | +44.8% | +38.6% |
| 1Y | +56.9% | -2.7% | +59.6% | +53.3% |
| 3Y | +289.9% | +8.9% | +281.0% | +321.2% |
| 5Y | +259.2% | -9.4% | +268.6% | +158.8% |
| All | +406.7% | +3.8% | +402.9% | +394.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling