+7.6%
IEF vs EXPD
+334.2%
-326.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | 0.0% |
| 7D | +0.3% | -5.5% | +5.8% | +0.2% |
| 30D | +2.7% | -1.9% | +4.6% | +2.7% |
| 3M | -0.8% | +6.1% | -6.9% | -0.7% |
| 6M | -1.7% | +21.6% | -23.3% | -1.3% |
| YTD | -1.6% | +27.9% | -29.5% | -1.1% |
| 1Y | -1.6% | +39.4% | -41.0% | -0.8% |
| 3Y | +12.4% | +72.7% | -60.3% | +13.9% |
| 5Y | -7.6% | +60.3% | -67.9% | -6.8% |
| 10Y | +7.6% | +332.6% | -325.0% | +19.3% |
| All | +7.6% | +334.2% | -326.6% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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