+91.1%
EXPE vs IEF
-8.2%
+99.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.1% | -7.8% | -7.9% |
| 7D | -9.8% | +0.1% | -9.8% | -9.8% |
| 30D | -11.5% | -0.7% | -10.8% | -11.4% |
| 3M | +21.7% | -0.4% | +22.1% | +21.9% |
| 6M | +10.4% | -2.5% | +12.9% | +10.8% |
| YTD | -2.5% | -1.6% | -0.9% | -2.3% |
| 1Y | +27.3% | -1.3% | +28.7% | +27.6% |
| 3Y | +153.5% | +10.1% | +143.4% | +147.8% |
| 5Y | +91.1% | -8.3% | +99.4% | +51.3% |
| All | +91.1% | -8.2% | +99.3% | +51.3% |
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