-9.5%
IEF vs BROS
+33.7%
-43.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.8% |
| 7D | -1.2% | -6.1% | +4.9% | -1.1% |
| 30D | -1.5% | -12.4% | +10.9% | -1.4% |
| 3M | -1.7% | -27.9% | +26.3% | -1.4% |
| 6M | -3.5% | -16.8% | +13.3% | -3.4% |
| YTD | -2.6% | -29.0% | +26.4% | -2.5% |
| 1Y | -2.4% | -33.2% | +30.8% | -2.2% |
| 3Y | +8.9% | +56.8% | -47.8% | +8.0% |
| All | -9.5% | +33.7% | -43.2% | -10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling