+134.0%
BP vs IEF
+4.0%
+130.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +0.1% |
| 7D | +5.7% | -1.2% | +6.9% | +4.6% |
| 30D | +8.1% | -1.5% | +9.5% | +6.7% |
| 3M | +8.6% | -1.7% | +10.3% | +7.1% |
| 6M | +18.1% | -3.5% | +21.6% | +14.8% |
| YTD | +37.6% | -2.6% | +40.2% | +34.8% |
| 1Y | +39.4% | -2.4% | +41.8% | +37.0% |
| 3Y | +40.1% | +8.9% | +31.1% | +52.2% |
| 5Y | +141.3% | -9.2% | +150.6% | +96.9% |
| All | +134.0% | +4.0% | +130.1% | +113.5% |
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