-8.8%
IEF vs EXEL
+194.6%
-203.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.6% |
| YTD | -1.9% | +33.1% | -35.0% | -2.4% |
| 1Y | -1.4% | +52.4% | -53.7% | -2.1% |
| 3Y | +9.8% | +163.8% | -154.0% | +7.5% |
| 5Y | -8.8% | +198.5% | -207.3% | -10.7% |
| All | -8.8% | +194.6% | -203.4% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling