+5.9%
IEF vs BTSG
+389.4%
-383.5%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.2% |
| 7D | -1.3% | -3.3% | +1.9% | -1.3% |
| 30D | -1.7% | -1.6% | -0.2% | -1.7% |
| 3M | -2.5% | -6.9% | +4.4% | -2.5% |
| 6M | -3.3% | +42.1% | -45.4% | -3.3% |
| YTD | -2.8% | +56.8% | -59.6% | -2.8% |
| 1Y | -2.7% | +109.8% | -112.5% | -2.7% |
| All | +5.9% | +389.4% | -383.5% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 10y: compounded portfolio wealth divided by compounded BTSG 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…
10y analysis · Full analysis span regression · 6 months rolling