-9.2%
IEF vs BTI
+116.2%
-125.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.8% |
| 7D | -1.2% | -2.0% | +0.8% | -1.1% |
| 30D | -1.5% | -3.4% | +2.0% | -1.4% |
| 3M | -1.7% | -9.0% | +7.3% | -1.4% |
| 6M | -3.5% | -5.0% | +1.5% | -3.4% |
| YTD | -2.6% | -0.3% | -2.3% | -2.7% |
| 1Y | -2.4% | +3.1% | -5.5% | -2.5% |
| 3Y | +8.9% | +111.0% | -102.0% | +6.9% |
| 5Y | -9.2% | +117.0% | -126.3% | -10.0% |
| All | -9.2% | +116.2% | -125.5% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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