+51.4%
IEF vs BUD
+215.1%
-163.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | -0.1% |
| 7D | -0.8% | +0.5% | -1.3% | -0.8% |
| 30D | +2.0% | +7.4% | -5.4% | +2.3% |
| 3M | -1.1% | +4.3% | -5.4% | -0.9% |
| 6M | -1.9% | +5.3% | -7.2% | -1.7% |
| YTD | -2.2% | +33.2% | -35.5% | -1.2% |
| 1Y | -2.3% | +31.8% | -34.1% | -1.3% |
| 3Y | +11.6% | +47.8% | -36.2% | +13.5% |
| 5Y | -7.1% | +50.2% | -57.2% | -5.2% |
| 10Y | +7.8% | -4.8% | +12.6% | +7.9% |
| All | +51.4% | +215.1% | -163.7% | +76.3% |
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