+126.7%
IEF vs BRKR
+1,341.2%
-1,214.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.2% |
| 7D | -1.3% | -8.7% | +7.3% | -1.5% |
| 30D | -1.7% | -9.9% | +8.1% | -1.9% |
| 3M | -2.5% | -3.1% | +0.6% | -2.5% |
| 6M | -3.3% | +45.5% | -48.8% | -2.4% |
| YTD | -2.8% | +13.7% | -16.5% | -2.4% |
| 1Y | -2.7% | +67.4% | -70.2% | -1.5% |
| 3Y | +8.9% | -13.2% | +22.1% | +9.3% |
| 5Y | -9.4% | -39.5% | +30.1% | -9.7% |
| 10Y | +3.7% | +153.5% | -149.8% | +7.7% |
| All | +126.7% | +1,341.2% | -1,214.5% | +147.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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