+3.6%
IEF vs BNS
+188.9%
-185.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.2% |
| 7D | -1.3% | -0.4% | -0.9% | -1.4% |
| 30D | -1.7% | +3.5% | -5.2% | -1.7% |
| 3M | -2.5% | +14.1% | -16.6% | -2.3% |
| 6M | -3.3% | +33.8% | -37.0% | -2.7% |
| YTD | -2.8% | +29.5% | -32.3% | -2.3% |
| 1Y | -2.7% | +48.4% | -51.1% | -1.9% |
| 3Y | +8.9% | +129.6% | -120.7% | +11.1% |
| 5Y | -9.4% | +96.1% | -105.5% | -8.2% |
| All | +3.6% | +188.9% | -185.3% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 10y: compounded portfolio wealth divided by compounded BNS 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…
10y analysis · Full analysis span regression · 6 months rolling