+3.8%
IEF vs EXEL
+386.3%
-382.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.8% | -0.8% |
| 7D | -1.2% | -2.9% | +1.7% | -1.2% |
| 30D | -1.5% | +11.9% | -13.4% | -1.4% |
| 3M | -1.7% | +9.2% | -10.9% | -1.6% |
| 6M | -3.5% | +39.1% | -42.6% | -3.2% |
| YTD | -2.6% | +31.0% | -33.7% | -2.4% |
| 1Y | -2.4% | +52.3% | -54.7% | -1.9% |
| 3Y | +8.9% | +159.7% | -150.8% | +10.4% |
| 5Y | -9.2% | +187.7% | -197.0% | -7.8% |
| All | +3.8% | +386.3% | -382.5% | +7.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling