+256.9%
BNY vs IEF
-9.5%
+266.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -1.3% | -1.3% | 0.0% | -1.4% |
| 30D | -0.2% | -1.7% | +1.6% | -0.2% |
| 3M | +14.9% | -2.5% | +17.5% | +14.8% |
| 6M | +40.0% | -3.3% | +43.2% | +39.8% |
| YTD | +42.0% | -2.8% | +44.8% | +41.8% |
| 1Y | +56.9% | -2.7% | +59.6% | +56.7% |
| 3Y | +289.9% | +8.9% | +281.0% | +289.0% |
| All | +256.9% | -9.5% | +266.4% | +168.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling