+81.0%
BSX vs IEF
+3.8%
+77.2%
-60.6%
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% | -0.3% |
| 7D | -10.1% | -1.3% | -8.7% | -10.5% |
| 30D | -16.4% | -1.7% | -14.7% | -16.9% |
| 3M | -8.9% | -2.5% | -6.4% | -9.6% |
| 6M | -38.3% | -3.3% | -35.0% | -38.9% |
| YTD | -54.9% | -2.8% | -52.1% | -55.3% |
| 1Y | -58.8% | -2.7% | -56.1% | -59.2% |
| 3Y | -21.2% | +8.9% | -30.1% | -18.4% |
| 5Y | -3.3% | -9.4% | +6.1% | -19.2% |
| All | +81.0% | +3.8% | +77.2% | +77.8% |
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