-9.2%
IEF vs BN
+30.5%
-39.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | -1.2% | -5.9% | +4.7% | -0.9% |
| 30D | -1.5% | -15.1% | +13.6% | -0.8% |
| 3M | -1.7% | -14.6% | +12.9% | -1.1% |
| 6M | -3.5% | -8.4% | +4.9% | -3.2% |
| YTD | -2.6% | -16.8% | +14.2% | -2.0% |
| 1Y | -2.4% | -14.4% | +12.0% | -1.9% |
| 3Y | +8.9% | +70.1% | -61.2% | +5.5% |
| 5Y | -9.2% | +33.5% | -42.8% | -12.1% |
| All | -9.2% | +30.5% | -39.8% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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