+10.2%
IEF vs EXPD
+69.2%
-59.0%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | 0.0% |
| 7D | -0.3% | -1.1% | +0.8% | -0.3% |
| 30D | -0.8% | +4.1% | -4.9% | -0.8% |
| 3M | -1.0% | +17.9% | -18.9% | -1.2% |
| 6M | -2.8% | +29.2% | -32.0% | -3.2% |
| YTD | -1.5% | +27.4% | -28.9% | -2.0% |
| 1Y | -0.4% | +56.8% | -57.3% | -1.5% |
| All | +10.2% | +69.2% | -59.0% | +7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling