+238.3%
BP vs IEF
+125.4%
+112.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.7% |
| 7D | +3.8% | -2.0% | +5.8% | +1.7% |
| 30D | -5.3% | +0.7% | -6.0% | -4.6% |
| 3M | +9.3% | -2.5% | +11.7% | +6.5% |
| 6M | +7.2% | -2.6% | +9.8% | +4.7% |
| YTD | +38.0% | -3.2% | +41.2% | +34.1% |
| 1Y | +33.2% | -3.0% | +36.2% | +29.6% |
| 3Y | +50.3% | +10.5% | +39.8% | +68.2% |
| 5Y | +114.1% | -8.2% | +122.3% | +93.4% |
| 10Y | +140.7% | +6.7% | +134.0% | +161.7% |
| All | +238.3% | +125.4% | +112.9% | +781.5% |
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 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