+3.6%
IEF vs BB
+1.6%
+2.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.2% |
| 7D | -1.3% | -0.4% | -1.0% | -1.3% |
| 30D | -1.7% | -12.5% | +10.8% | -1.8% |
| 3M | -2.5% | -17.4% | +14.9% | -2.6% |
| 6M | -3.3% | +119.1% | -122.4% | -3.0% |
| YTD | -2.8% | +102.4% | -105.2% | -2.6% |
| 1Y | -2.7% | +98.2% | -100.9% | -2.5% |
| 3Y | +8.9% | +46.9% | -38.0% | +9.0% |
| 5Y | -9.4% | -26.4% | +17.0% | -9.9% |
| All | +3.6% | +1.6% | +2.0% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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