+9.1%
IEF vs BTDR
+0.6%
+8.5%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.7% | -0.8% |
| 7D | -1.2% | -3.2% | +2.0% | -1.2% |
| 30D | -1.5% | +32.7% | -34.1% | -1.5% |
| 3M | -1.7% | -28.4% | +26.7% | -1.6% |
| 6M | -3.5% | +51.7% | -55.2% | -3.5% |
| YTD | -2.6% | +2.9% | -5.5% | -2.7% |
| 1Y | -2.4% | -15.5% | +13.1% | -2.4% |
| All | +9.1% | +0.6% | +8.5% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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