-10.5%
IEF vs EXE
+165.2%
-175.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.2% |
| 7D | -2.0% | +5.3% | -7.3% | -1.9% |
| 30D | +0.7% | -2.2% | +2.9% | +0.7% |
| 3M | -2.5% | -5.9% | +3.4% | -2.5% |
| 6M | -2.6% | -5.7% | +3.2% | -2.6% |
| YTD | -3.2% | -17.8% | +14.6% | -3.3% |
| 1Y | -3.0% | -23.1% | +20.1% | -3.1% |
| 3Y | +10.5% | +21.2% | -10.7% | +10.6% |
| 5Y | -8.2% | +78.8% | -87.0% | -7.1% |
| All | -10.5% | +165.2% | -175.6% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling