+10.1%
IEF vs BAH
-32.1%
+42.2%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.9% | -0.1% |
| 7D | +0.1% | -4.3% | +4.4% | +0.1% |
| 30D | -0.7% | -4.5% | +3.7% | -0.7% |
| 3M | -0.4% | -7.6% | +7.2% | -0.4% |
| 6M | -2.5% | -10.6% | +8.1% | -2.4% |
| YTD | -1.6% | -12.6% | +11.0% | -1.5% |
| 1Y | -1.3% | -27.0% | +25.7% | -1.2% |
| 3Y | +10.1% | -31.5% | +41.6% | +10.0% |
| All | +10.1% | -32.1% | +42.2% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 3y: compounded portfolio wealth divided by compounded BAH 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…
3y analysis · Full analysis span regression · 6 months rolling