+220.7%
BP vs IEF
+129.4%
+91.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | +3.9% | -0.3% | +4.2% | +3.6% |
| 30D | +7.6% | -0.8% | +8.4% | +6.8% |
| 3M | +0.7% | -1.0% | +1.7% | -0.1% |
| 6M | +15.5% | -2.8% | +18.2% | +12.6% |
| YTD | +30.8% | -1.5% | +32.3% | +29.3% |
| 1Y | +34.3% | -0.4% | +34.7% | +34.4% |
| 3Y | +35.1% | +9.7% | +25.4% | +49.7% |
| 5Y | +126.8% | -8.3% | +135.2% | +103.9% |
| 10Y | +123.4% | +4.6% | +118.8% | +137.0% |
| All | +220.7% | +129.4% | +91.3% | +750.3% |
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