+34.4%
IEF vs BAH
+1,077.1%
-1,042.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | -0.8% | -1.6% | +0.8% | -0.8% |
| 30D | +2.0% | +18.0% | -16.0% | +2.4% |
| 3M | -1.1% | +11.4% | -12.5% | -0.8% |
| 6M | -1.9% | +17.7% | -19.6% | -1.5% |
| YTD | -2.2% | +5.4% | -7.6% | -2.0% |
| 1Y | -2.3% | +2.8% | -5.1% | -2.1% |
| 3Y | +11.6% | -26.7% | +38.2% | +11.2% |
| 5Y | -7.1% | +8.1% | -15.1% | -5.9% |
| 10Y | +7.8% | +202.5% | -194.8% | +14.9% |
| All | +34.4% | +1,077.1% | -1,042.7% | +55.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling