+213.6%
BSX vs IEF
+128.5%
+85.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | -0.3% |
| 7D | -7.0% | -0.3% | -6.7% | -7.3% |
| 30D | -10.9% | -0.6% | -10.3% | -11.3% |
| 3M | -8.2% | -1.0% | -7.2% | -8.9% |
| 6M | -37.5% | -3.1% | -34.4% | -38.9% |
| YTD | -52.8% | -1.9% | -51.0% | -53.5% |
| 1Y | -58.4% | -1.4% | -57.0% | -58.9% |
| 3Y | -16.5% | +9.8% | -26.3% | -10.1% |
| 5Y | -1.0% | -8.8% | +7.8% | -12.5% |
| 10Y | +91.2% | +4.7% | +86.6% | +97.9% |
| All | +213.6% | +128.5% | +85.2% | +626.5% |
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