+10.0%
IEF vs EXEL
+164.8%
-154.8%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.3% |
| 7D | -0.3% | -0.3% | 0.0% | -0.3% |
| 30D | -0.6% | +10.1% | -10.7% | -0.7% |
| 3M | -1.0% | +10.1% | -11.1% | -1.2% |
| 6M | -3.1% | +37.7% | -40.7% | -3.5% |
| YTD | -1.9% | +33.1% | -35.0% | -2.3% |
| 1Y | -1.4% | +52.4% | -53.7% | -1.9% |
| All | +10.0% | +164.8% | -154.8% | +7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling