+47.3%
EXPE vs IEF
-8.1%
+55.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -0.5% | -2.0% | +1.5% | 0.0% |
| 30D | -6.1% | +0.7% | -6.8% | -6.2% |
| 3M | -21.3% | -2.5% | -18.8% | -20.9% |
| 6M | +19.0% | -2.6% | +21.6% | +19.7% |
| YTD | -8.4% | -3.2% | -5.2% | -7.9% |
| 1Y | -2.8% | -3.0% | +0.2% | -2.2% |
| 3Y | +120.8% | +10.5% | +110.2% | +116.0% |
| All | +47.3% | -8.1% | +55.4% | +6.5% |
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 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