+129.6%
IEF vs BHP
+2,746.7%
-2,617.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | 0.0% |
| 7D | +0.1% | +1.3% | -1.2% | +0.1% |
| 30D | -0.7% | +4.0% | -4.7% | -0.6% |
| 3M | -0.4% | +12.3% | -12.7% | +0.1% |
| 6M | -2.5% | +30.8% | -33.3% | -1.3% |
| YTD | -1.6% | +58.8% | -60.4% | +0.5% |
| 1Y | -1.3% | +76.8% | -78.2% | +1.3% |
| 3Y | +10.1% | +87.5% | -77.4% | +13.6% |
| 5Y | -8.3% | +123.9% | -132.2% | -4.0% |
| 10Y | +4.5% | +504.4% | -499.9% | +16.7% |
| All | +129.6% | +2,746.7% | -2,617.1% | +193.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling