+855.0%
EXPE vs IEF
+91.0%
+764.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.6% | -1.7% |
| 7D | -9.5% | -0.3% | -9.2% | -9.8% |
| 30D | -6.6% | -0.8% | -5.8% | -7.4% |
| 3M | +31.4% | -1.0% | +32.4% | +29.8% |
| 6M | +35.2% | -2.8% | +37.9% | +31.1% |
| YTD | +5.8% | -1.5% | +7.3% | +4.0% |
| 1Y | +38.7% | -0.4% | +39.1% | +37.7% |
| 3Y | +175.8% | +9.7% | +166.1% | +202.1% |
| 5Y | +111.8% | -8.3% | +120.2% | +78.3% |
| 10Y | +179.7% | +4.6% | +175.1% | +186.6% |
| All | +855.0% | +91.0% | +764.0% | +1,929.9% |
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