-9.2%
IEF vs BHP
+112.0%
-121.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.3% | +4.5% | -0.7% |
| 7D | -1.2% | -3.7% | +2.5% | -1.1% |
| 30D | -1.5% | -0.8% | -0.6% | -1.5% |
| 3M | -1.7% | +7.6% | -9.3% | -1.8% |
| 6M | -3.5% | +20.8% | -24.3% | -3.9% |
| YTD | -2.6% | +50.8% | -53.4% | -3.3% |
| 1Y | -2.4% | +70.9% | -73.3% | -3.2% |
| 3Y | +8.9% | +78.0% | -69.1% | +8.0% |
| 5Y | -9.2% | +113.1% | -122.3% | -8.4% |
| All | -9.2% | +112.0% | -121.2% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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