+289.9%
BNY vs IEF
+9.0%
+280.9%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -1.3% | -1.3% | 0.0% | -1.2% |
| 30D | -0.2% | -1.7% | +1.6% | 0.0% |
| 3M | +14.9% | -2.5% | +17.5% | +15.2% |
| 6M | +40.0% | -3.3% | +43.2% | +40.4% |
| YTD | +42.0% | -2.8% | +44.8% | +42.3% |
| 1Y | +56.9% | -2.7% | +59.6% | +57.2% |
| 3Y | +289.9% | +8.9% | +281.0% | +270.8% |
| All | +289.9% | +9.0% | +280.9% | +270.8% |
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 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