+125.9%
IEF vs EXEL
+1,199.4%
-1,073.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.2% |
| 7D | -2.0% | -0.8% | -1.2% | -2.0% |
| 30D | +0.7% | +13.1% | -12.4% | +0.9% |
| 3M | -2.5% | +36.3% | -38.8% | -2.0% |
| 6M | -2.6% | +34.5% | -37.1% | -2.1% |
| YTD | -3.2% | +57.4% | -60.6% | -2.5% |
| 1Y | -3.0% | +62.9% | -66.0% | -2.3% |
| 3Y | +10.5% | +229.5% | -219.0% | +12.9% |
| 5Y | -8.2% | +281.2% | -289.4% | -5.8% |
| 10Y | +6.7% | +320.7% | -314.0% | +10.8% |
| All | +125.9% | +1,199.4% | -1,073.6% | +150.2% |
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