-7.1%
IEF vs EXR
-0.9%
-6.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | -0.8% | -1.1% | +0.4% | -0.7% |
| 30D | +2.0% | +18.8% | -16.7% | +0.8% |
| 3M | -1.1% | +9.9% | -11.0% | -1.8% |
| 6M | -1.9% | +12.6% | -14.5% | -2.8% |
| YTD | -2.2% | +26.5% | -28.7% | -4.0% |
| 1Y | -2.3% | +24.5% | -26.8% | -4.0% |
| 3Y | +11.6% | +52.4% | -40.8% | +8.0% |
| 5Y | -7.1% | -1.5% | -5.5% | -7.1% |
| All | -7.1% | -0.9% | -6.1% | -7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling