+129.0%
IEF vs BNS
+1,677.2%
-1,548.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.3% |
| 7D | -0.3% | -1.3% | +1.0% | -0.4% |
| 30D | -0.6% | +4.0% | -4.6% | -0.3% |
| 3M | -1.0% | +13.8% | -14.8% | -0.2% |
| 6M | -3.1% | +32.7% | -35.7% | -1.4% |
| YTD | -1.9% | +27.6% | -29.5% | -0.4% |
| 1Y | -1.4% | +47.4% | -48.8% | +1.1% |
| 3Y | +9.8% | +129.0% | -119.2% | +15.9% |
| 5Y | -8.8% | +92.7% | -101.5% | -4.7% |
| 10Y | +4.7% | +182.1% | -177.4% | +13.9% |
| All | +129.0% | +1,677.2% | -1,548.2% | +194.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling