+87.9%
IEF vs BLDR
+389.5%
-301.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.8% | -0.2% |
| 7D | +0.1% | -0.3% | +0.4% | +0.1% |
| 30D | -0.7% | -16.2% | +15.5% | -0.9% |
| 3M | -0.4% | -14.4% | +14.0% | -0.6% |
| 6M | -2.5% | -32.8% | +30.3% | -2.9% |
| YTD | -1.6% | -39.2% | +37.6% | -2.1% |
| 1Y | -1.3% | -57.7% | +56.4% | -2.3% |
| 3Y | +10.1% | -55.3% | +65.4% | +9.4% |
| 5Y | -8.3% | +15.6% | -23.9% | -7.1% |
| 10Y | +4.5% | +359.8% | -355.3% | +10.0% |
| All | +87.9% | +389.5% | -301.7% | +106.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling