-2.8%
EXPE vs IEF
-3.1%
+0.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -0.8% |
| 7D | -0.5% | -2.0% | +1.5% | +4.0% |
| 30D | -6.1% | +0.7% | -6.8% | -7.3% |
| 3M | -21.3% | -2.5% | -18.8% | -17.7% |
| 6M | +19.0% | -2.6% | +21.6% | +24.5% |
| YTD | -8.4% | -3.2% | -5.2% | -5.6% |
| 1Y | -2.8% | -3.0% | +0.2% | -0.3% |
| All | -2.8% | -3.1% | +0.3% | -0.3% |
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 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