-8.5%
IEF vs BLDR
+12.1%
-20.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.2% |
| 7D | -0.3% | -2.7% | +2.4% | -0.2% |
| 30D | -0.6% | -14.7% | +14.1% | +0.1% |
| 3M | -1.0% | -20.8% | +19.8% | -0.2% |
| 6M | -3.1% | -35.3% | +32.3% | -1.6% |
| YTD | -1.9% | -40.3% | +38.5% | -0.2% |
| 1Y | -1.4% | -56.3% | +54.9% | +1.6% |
| 3Y | +9.8% | -56.1% | +65.9% | +11.8% |
| All | -8.5% | +12.1% | -20.7% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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