+160.8%
EXC vs IEF
+4.6%
+156.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +0.3% | -0.3% | +0.6% | +0.4% |
| 30D | -0.9% | -0.6% | -0.3% | -0.8% |
| 3M | -2.7% | -1.0% | -1.7% | -2.5% |
| 6M | -9.4% | -3.1% | -6.3% | -9.0% |
| YTD | +3.0% | -1.9% | +4.9% | +3.3% |
| 1Y | +5.1% | -1.4% | +6.5% | +5.4% |
| 3Y | +20.6% | +9.8% | +10.8% | +20.3% |
| 5Y | +45.7% | -8.8% | +54.5% | +30.5% |
| 10Y | +160.8% | +4.7% | +156.1% | +116.1% |
| All | +160.8% | +4.6% | +156.3% | +116.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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