-2.0%
IEF vs BBY
+33.0%
-35.0%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.0% | -7.4% | +0.3% |
| 7D | +0.9% | +4.5% | -3.6% | +0.7% |
| 30D | +3.1% | +16.0% | -12.9% | +2.5% |
| 3M | -1.4% | +18.6% | -20.0% | -1.9% |
| 6M | -1.6% | +80.1% | -81.6% | -2.9% |
| YTD | -2.1% | +57.4% | -59.6% | -3.4% |
| 1Y | -2.0% | +34.5% | -36.5% | -2.8% |
| All | -2.0% | +33.0% | -35.0% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 1y: compounded portfolio wealth divided by compounded BBY 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…
1y analysis · Full analysis span regression · 6 months rolling