+10.5%
IEF vs BROS
+30.6%
-20.1%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.5% | -6.7% | -0.2% |
| 7D | -2.0% | +6.3% | -8.3% | -2.0% |
| 30D | +0.7% | -8.3% | +9.1% | +0.7% |
| 3M | -2.5% | -29.8% | +27.3% | -2.3% |
| 6M | -2.6% | -25.8% | +23.3% | -2.4% |
| YTD | -3.2% | -41.4% | +38.2% | -3.0% |
| 1Y | -3.0% | -35.2% | +32.1% | -2.8% |
| 3Y | +10.5% | +32.8% | -22.2% | +9.0% |
| All | +10.5% | +30.6% | -20.1% | +9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling