+141.1%
BP vs IEF
-8.6%
+149.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.9% |
| 6M | +15.1% | -3.1% | +18.1% | +13.5% |
| YTD | +36.4% | -1.9% | +38.3% | +35.4% |
| 1Y | +40.9% | -1.4% | +42.3% | +40.2% |
| 3Y | +38.8% | +9.8% | +29.1% | +45.2% |
| 5Y | +141.1% | -8.8% | +149.9% | +90.5% |
| All | +141.1% | -8.6% | +149.7% | +90.5% |
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 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