-9.7%
IEF vs BROS
+35.1%
-44.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.2% |
| 7D | -1.3% | -5.8% | +4.4% | -1.3% |
| 30D | -1.7% | -14.0% | +12.2% | -1.6% |
| 3M | -2.5% | -32.5% | +30.0% | -2.3% |
| 6M | -3.3% | -14.9% | +11.7% | -3.2% |
| YTD | -2.8% | -28.3% | +25.5% | -2.6% |
| 1Y | -2.7% | -34.0% | +31.3% | -2.5% |
| 3Y | +8.9% | +63.0% | -54.0% | +8.0% |
| All | -9.7% | +35.1% | -44.8% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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