-2.0%
IEF vs EXEL
+92.4%
-94.4%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.5% |
| 7D | +0.9% | +9.8% | -8.9% | +0.5% |
| 30D | +3.1% | +23.6% | -20.5% | +2.2% |
| 3M | -1.4% | +29.9% | -31.3% | -2.5% |
| 6M | -1.6% | +64.7% | -66.3% | -3.4% |
| YTD | -2.1% | +66.0% | -68.1% | -4.0% |
| 1Y | -2.0% | +92.0% | -93.9% | -4.1% |
| All | -2.0% | +92.4% | -94.4% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling