+661.1%
BX vs IEF
+3.8%
+657.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.5% |
| 7D | -5.6% | -1.3% | -4.3% | -5.6% |
| 30D | -12.2% | -1.7% | -10.5% | -12.2% |
| 3M | +7.4% | -2.5% | +9.9% | +7.3% |
| 6M | +22.2% | -3.3% | +25.4% | +22.0% |
| YTD | -14.0% | -2.8% | -11.2% | -14.1% |
| 1Y | -27.3% | -2.7% | -24.6% | -27.4% |
| 3Y | +24.5% | +8.9% | +15.6% | +25.6% |
| 5Y | +18.9% | -9.4% | +28.3% | -7.1% |
| All | +661.1% | +3.8% | +657.3% | +640.0% |
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