-7.8%
IEF vs EXE
+76.7%
-84.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.2% |
| 1Y | -3.0% | -23.1% | +20.1% | -3.1% |
| 3Y | +10.5% | +21.2% | -10.7% | +10.5% |
| All | -7.8% | +76.7% | -84.5% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling