-9.2%
IEF vs XHB
+30.4%
-39.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.6% | -0.6% |
| 7D | -1.2% | -5.2% | +4.0% | -0.8% |
| 30D | -1.5% | -12.1% | +10.7% | -0.5% |
| 3M | -1.7% | -6.2% | +4.5% | -1.2% |
| 6M | -3.5% | -6.7% | +3.2% | -3.1% |
| YTD | -2.6% | -5.5% | +2.8% | -2.4% |
| 1Y | -2.4% | -15.6% | +13.3% | -1.3% |
| 3Y | +8.9% | +22.0% | -13.1% | +6.0% |
| 5Y | -9.2% | +31.8% | -41.1% | -14.3% |
| All | -9.2% | +30.4% | -39.6% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling