+3.6%
IEF vs BAX
-38.1%
+41.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | -0.2% |
| 7D | -1.3% | -7.9% | +6.5% | -1.4% |
| 30D | -1.7% | -11.7% | +9.9% | -1.8% |
| 3M | -2.5% | +16.2% | -18.7% | -2.4% |
| 6M | -3.3% | +32.0% | -35.2% | -3.0% |
| YTD | -2.8% | +24.7% | -27.5% | -2.6% |
| 1Y | -2.7% | -2.6% | -0.1% | -2.8% |
| 3Y | +8.9% | -35.0% | +43.9% | +8.2% |
| 5Y | -9.4% | -67.6% | +58.1% | -12.4% |
| All | +3.6% | -38.1% | +41.7% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 10y: compounded portfolio wealth divided by compounded BAX 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…
10y analysis · Full analysis span regression · 6 months rolling