+52.5%
IEF vs BUD
+201.1%
-148.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -0.3% | +0.3% | -0.6% | -0.3% |
| 30D | -0.8% | -5.7% | +4.9% | -1.0% |
| 3M | -1.0% | +3.1% | -4.1% | -0.8% |
| 6M | -2.8% | +7.9% | -10.6% | -2.5% |
| YTD | -1.5% | +27.3% | -28.8% | -0.6% |
| 1Y | -0.4% | +37.8% | -38.2% | +0.8% |
| 3Y | +9.7% | +49.8% | -40.2% | +11.7% |
| 5Y | -8.3% | +43.8% | -52.2% | -6.6% |
| 10Y | +4.6% | -22.6% | +27.2% | +3.1% |
| All | +52.5% | +201.1% | -148.6% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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