-9.5%
IEF vs BBY
+1.5%
-11.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -0.3% |
| 7D | -1.3% | +0.6% | -1.9% | -1.4% |
| 30D | -1.7% | +9.4% | -11.1% | -1.9% |
| 3M | -2.5% | +19.3% | -21.9% | -2.9% |
| 6M | -3.3% | +47.9% | -51.2% | -4.1% |
| YTD | -2.8% | +39.6% | -42.4% | -3.6% |
| 1Y | -2.7% | +22.2% | -24.9% | -3.3% |
| 3Y | +8.9% | +45.0% | -36.1% | +7.4% |
| All | -9.5% | +1.5% | -11.1% | -10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling