+40.4%
EXC vs IEF
-8.1%
+48.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.5% | +1.5% |
| 7D | +1.4% | -2.0% | +3.4% | +2.6% |
| 30D | +8.6% | +0.7% | +7.9% | +8.2% |
| 3M | +2.4% | -2.5% | +4.9% | +4.0% |
| 6M | +6.5% | -2.6% | +9.0% | +8.1% |
| YTD | +9.0% | -3.2% | +12.2% | +11.2% |
| 1Y | +4.6% | -3.0% | +7.6% | +6.6% |
| 3Y | +33.5% | +10.5% | +23.0% | +27.3% |
| All | +40.4% | -8.1% | +48.6% | +33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling