-1.3%
IEF vs EXPD
+55.4%
-56.8%
-4.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -0.1% |
| 7D | +0.1% | -0.9% | +1.0% | +0.1% |
| 30D | -0.7% | +4.1% | -4.8% | -0.7% |
| 3M | -0.4% | +13.8% | -14.2% | -0.4% |
| 6M | -2.5% | +27.3% | -29.8% | -2.5% |
| YTD | -1.6% | +25.4% | -27.0% | -1.8% |
| 1Y | -1.3% | +54.4% | -55.7% | -1.7% |
| All | -1.3% | +55.4% | -56.8% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling