+10.5%
IEF vs EXR
+53.5%
-43.0%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -2.0% | -0.4% | -1.5% | -1.9% |
| 30D | +0.7% | +18.2% | -17.5% | -0.8% |
| 3M | -2.5% | +7.3% | -9.8% | -3.2% |
| 6M | -2.6% | +13.8% | -16.4% | -3.8% |
| YTD | -3.2% | +25.9% | -29.1% | -5.4% |
| 1Y | -3.0% | +25.8% | -28.8% | -5.2% |
| 3Y | +10.5% | +53.7% | -43.2% | +4.0% |
| All | +10.5% | +53.5% | -43.0% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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