+63.1%
IEF vs BTG
+370.1%
-307.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.5% | -0.7% |
| 7D | -1.2% | -5.8% | +4.6% | -1.1% |
| 30D | -1.5% | +5.7% | -7.2% | -1.5% |
| 3M | -1.7% | +38.1% | -39.8% | -2.1% |
| 6M | -3.5% | +0.3% | -3.8% | -3.6% |
| YTD | -2.6% | +19.9% | -22.5% | -3.0% |
| 1Y | -2.4% | +24.6% | -27.0% | -2.8% |
| 3Y | +8.9% | +96.6% | -87.7% | +7.6% |
| 5Y | -9.2% | +77.7% | -86.9% | -10.3% |
| 10Y | +3.9% | +150.7% | -146.9% | +2.0% |
| All | +63.1% | +370.1% | -307.0% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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