+127.2%
IEF vs BBY
+661.1%
-533.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -1.2% | +0.7% | -1.9% | -1.2% |
| 30D | -1.5% | +5.8% | -7.2% | -1.3% |
| 3M | -1.7% | +18.0% | -19.7% | -1.2% |
| 6M | -3.5% | +39.8% | -43.4% | -2.6% |
| YTD | -2.6% | +35.4% | -38.0% | -1.8% |
| 1Y | -2.4% | +21.4% | -23.8% | -1.8% |
| 3Y | +8.9% | +39.5% | -30.6% | +10.5% |
| 5Y | -9.2% | -0.5% | -8.8% | -8.6% |
| 10Y | +3.9% | +240.0% | -236.2% | +10.6% |
| All | +127.2% | +661.1% | -533.9% | +161.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling