+726.6%
EXPE vs IEF
+87.7%
+638.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.4% |
| 7D | -0.5% | -2.0% | +1.5% | -2.3% |
| 30D | -6.1% | +0.7% | -6.8% | -5.6% |
| 3M | -21.3% | -2.5% | -18.8% | -23.4% |
| 6M | +19.0% | -2.6% | +21.6% | +15.5% |
| YTD | -8.4% | -3.2% | -5.2% | -11.7% |
| 1Y | -2.8% | -3.0% | +0.2% | -6.1% |
| 3Y | +120.8% | +10.5% | +110.2% | +144.7% |
| 5Y | +46.2% | -8.2% | +54.4% | +24.2% |
| 10Y | +123.8% | +6.7% | +117.1% | +138.0% |
| All | +726.6% | +87.7% | +638.9% | +1,624.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling