+33.1%
IEF vs BAH
+1,076.0%
-1,042.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -2.0% | +1.7% | -3.7% | -1.9% |
| 30D | +0.7% | +20.8% | -20.1% | +1.1% |
| 3M | -2.5% | +11.6% | -14.0% | -2.2% |
| 6M | -2.6% | +23.1% | -25.7% | -2.0% |
| YTD | -3.2% | +5.3% | -8.5% | -3.0% |
| 1Y | -3.0% | +6.1% | -9.2% | -2.8% |
| 3Y | +10.5% | -27.5% | +38.0% | +10.2% |
| 5Y | -8.2% | +6.2% | -14.4% | -7.1% |
| 10Y | +6.7% | +202.2% | -195.5% | +13.7% |
| All | +33.1% | +1,076.0% | -1,042.9% | +53.6% |
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