+129.0%
IEF vs BDX
+1,157.1%
-1,028.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.2% |
| 7D | -0.3% | -3.6% | +3.2% | -0.4% |
| 30D | -0.6% | +0.7% | -1.3% | -0.5% |
| 3M | -1.0% | +19.0% | -19.9% | -0.3% |
| 6M | -3.1% | +10.8% | -13.8% | -2.6% |
| YTD | -1.9% | +20.1% | -22.0% | -1.1% |
| 1Y | -1.4% | +23.1% | -24.4% | -0.4% |
| 3Y | +9.8% | -8.8% | +18.6% | +9.5% |
| 5Y | -8.8% | -1.4% | -7.4% | -8.5% |
| 10Y | +4.7% | +60.5% | -55.8% | +9.8% |
| All | +129.0% | +1,157.1% | -1,028.2% | +179.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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