+50.0%
EXPE vs IEF
-1.9%
+52.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.5% | +10.0% | +9.2% |
| 7D | +14.6% | +0.9% | +13.8% | +12.4% |
| 30D | +21.4% | +3.1% | +18.3% | +14.2% |
| 3M | +1.4% | -1.4% | +2.7% | +3.4% |
| 6M | +28.6% | -1.6% | +30.2% | +31.4% |
| YTD | +12.1% | -2.1% | +14.3% | +13.4% |
| 1Y | +50.0% | -2.0% | +52.0% | +51.5% |
| All | +50.0% | -1.9% | +52.0% | +51.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling