+94.8%
IEF vs EXR
+3,075.0%
-2,980.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | -1.9% | -1.2% | -0.7% | -1.9% |
| 30D | +1.1% | +18.3% | -17.2% | +1.4% |
| 3M | -1.9% | +9.1% | -11.0% | -1.8% |
| 6M | -2.4% | +11.7% | -14.1% | -2.2% |
| YTD | -3.0% | +25.7% | -28.7% | -2.5% |
| 1Y | -3.1% | +24.9% | -28.0% | -2.7% |
| 3Y | +10.7% | +51.4% | -40.8% | +12.0% |
| 5Y | -8.0% | -1.9% | -6.0% | -7.9% |
| 10Y | +6.9% | +214.0% | -207.0% | +12.7% |
| All | +94.8% | +3,075.0% | -2,980.2% | +130.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling