+912.2%
BX vs IEF
+86.3%
+825.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -4.0% |
| 7D | -5.7% | -0.3% | -5.4% | -6.0% |
| 30D | -8.9% | -0.6% | -8.3% | -9.6% |
| 3M | +8.4% | -1.0% | +9.4% | +7.0% |
| 6M | +18.9% | -3.1% | +22.0% | +14.1% |
| YTD | -13.6% | -1.9% | -11.8% | -15.8% |
| 1Y | -22.4% | -1.4% | -21.1% | -24.0% |
| 3Y | +26.0% | +9.8% | +16.2% | +39.3% |
| 5Y | +18.8% | -8.8% | +27.6% | -10.6% |
| 10Y | +668.7% | +4.7% | +664.1% | +690.2% |
| All | +912.2% | +86.3% | +825.9% | +5,306.7% |
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