+39.1%
BP vs IEF
+10.0%
+29.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.6% |
| 7D | +4.0% | -0.3% | +4.3% | +3.8% |
| 30D | +7.8% | -0.6% | +8.4% | +7.5% |
| 3M | +8.4% | -1.0% | +9.4% | +7.8% |
| 6M | +15.1% | -3.1% | +18.1% | +13.5% |
| YTD | +36.4% | -1.9% | +38.3% | +35.3% |
| 1Y | +40.9% | -1.4% | +42.3% | +40.0% |
| All | +39.1% | +10.0% | +29.0% | +44.5% |
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 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