+129.8%
IEF vs BB
+285.3%
-155.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.3% | -5.6% | +5.3% | -0.4% |
| 30D | -0.8% | -11.8% | +11.0% | -0.9% |
| 3M | -1.0% | -25.5% | +24.6% | -1.3% |
| 6M | -2.8% | +121.3% | -124.0% | -1.4% |
| YTD | -1.5% | +103.2% | -104.7% | -0.3% |
| 1Y | -0.4% | +102.6% | -103.1% | +0.9% |
| 3Y | +9.7% | +37.5% | -27.8% | +10.9% |
| 5Y | -8.3% | -30.4% | +22.1% | -8.1% |
| 10Y | +4.6% | 0.0% | +4.6% | +8.4% |
| All | +129.8% | +285.3% | -155.5% | +160.1% |
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