-8.9%
IEF vs BTDR
+26.7%
-35.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -0.1% |
| 7D | +0.1% | +22.4% | -22.4% | +0.1% |
| 30D | -0.7% | +16.5% | -17.2% | -0.7% |
| 3M | -0.4% | -31.5% | +31.0% | -0.4% |
| 6M | -2.5% | +74.0% | -76.5% | -2.4% |
| YTD | -1.6% | +13.0% | -14.6% | -1.6% |
| 1Y | -1.3% | -0.2% | -1.1% | -1.3% |
| 3Y | +10.1% | +9.9% | +0.2% | +9.6% |
| 5Y | -8.3% | +28.1% | -36.4% | -8.7% |
| All | -8.9% | +26.7% | -35.6% | -9.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling