+3.6%
IEF vs XHB
+215.4%
-211.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.2% |
| 7D | -1.3% | -4.6% | +3.3% | -1.3% |
| 30D | -1.7% | -9.1% | +7.4% | -1.6% |
| 3M | -2.5% | -8.6% | +6.0% | -2.4% |
| 6M | -3.3% | -4.0% | +0.8% | -3.2% |
| YTD | -2.8% | -3.9% | +1.1% | -2.8% |
| 1Y | -2.7% | -16.5% | +13.7% | -2.5% |
| 3Y | +8.9% | +22.6% | -13.7% | +9.0% |
| 5Y | -9.4% | +33.9% | -43.4% | -9.8% |
| All | +3.6% | +215.4% | -211.8% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling