+129.8%
IEF vs EXEL
+1,011.3%
-881.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -0.3% | +8.4% | -8.7% | -0.2% |
| 30D | -0.8% | +4.1% | -4.9% | -0.7% |
| 3M | -1.0% | +12.4% | -13.4% | -0.8% |
| 6M | -2.8% | +41.5% | -44.3% | -2.2% |
| YTD | -1.5% | +34.6% | -36.1% | -1.0% |
| 1Y | -0.4% | +57.9% | -58.3% | +0.4% |
| 3Y | +9.7% | +159.5% | -149.8% | +11.6% |
| 5Y | -8.3% | +198.5% | -206.8% | -6.3% |
| 10Y | +4.6% | +411.4% | -406.7% | +9.1% |
| All | +129.8% | +1,011.3% | -881.5% | +154.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling