+125.9%
IEF vs BB
+345.4%
-219.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | -0.2% |
| 7D | -2.0% | +1.8% | -3.8% | -2.0% |
| 30D | +0.7% | +8.1% | -7.4% | +0.9% |
| 3M | -2.5% | -1.0% | -1.5% | -2.4% |
| 6M | -2.6% | +45.9% | -48.5% | -1.8% |
| YTD | -3.2% | +134.8% | -138.0% | -1.7% |
| 1Y | -3.0% | +104.6% | -107.6% | -1.7% |
| 3Y | +10.5% | +152.8% | -142.3% | +12.9% |
| 5Y | -8.2% | -17.4% | +9.3% | -7.7% |
| 10Y | +6.7% | +22.4% | -15.7% | +11.0% |
| All | +125.9% | +345.4% | -219.5% | +156.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling