+139.4%
BP vs IEF
+7.3%
+132.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.4% |
| 7D | +2.6% | -2.0% | +4.6% | +0.7% |
| 30D | -6.4% | +0.7% | -7.1% | -5.7% |
| 3M | +8.0% | -2.5% | +10.5% | +5.6% |
| 6M | +6.0% | -2.6% | +8.6% | +3.8% |
| YTD | +36.5% | -3.2% | +39.7% | +33.0% |
| 1Y | +31.7% | -3.0% | +34.7% | +28.5% |
| 3Y | +48.6% | +10.5% | +38.1% | +64.2% |
| 5Y | +111.7% | -8.2% | +119.8% | +76.0% |
| All | +139.4% | +7.3% | +132.1% | +117.9% |
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