+743.3%
BNY vs IEF
+126.3%
+617.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | -0.2% |
| 7D | -1.3% | -1.3% | 0.0% | -3.3% |
| 30D | -0.2% | -1.7% | +1.6% | -2.8% |
| 3M | +14.9% | -2.5% | +17.5% | +10.6% |
| 6M | +40.0% | -3.3% | +43.2% | +33.1% |
| YTD | +42.0% | -2.8% | +44.8% | +35.9% |
| 1Y | +56.9% | -2.7% | +59.6% | +50.4% |
| 3Y | +289.9% | +8.9% | +281.0% | +342.2% |
| 5Y | +259.2% | -9.4% | +268.6% | +181.8% |
| 10Y | +413.3% | +3.7% | +409.6% | +450.6% |
| All | +743.3% | +126.3% | +617.0% | +4,542.3% |
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