+16.0%
BX vs IEF
-9.3%
+25.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.1% | -2.2% |
| 7D | -8.9% | -1.2% | -7.7% | -8.0% |
| 30D | -14.8% | -1.5% | -13.3% | -13.7% |
| 3M | +6.9% | -1.7% | +8.6% | +8.5% |
| 6M | +16.3% | -3.5% | +19.8% | +19.7% |
| YTD | -16.1% | -2.6% | -13.4% | -14.3% |
| 1Y | -26.8% | -2.4% | -24.4% | -25.3% |
| 3Y | +22.4% | +8.9% | +13.5% | +13.9% |
| 5Y | +16.0% | -9.2% | +25.3% | -0.4% |
| All | +16.0% | -9.3% | +25.3% | -0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling