+95.9%
IEF vs XME
+246.2%
-150.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.1% |
| 7D | +0.1% | +3.6% | -3.5% | +0.2% |
| 30D | -0.7% | +3.6% | -4.4% | -0.6% |
| 3M | -0.4% | +1.2% | -1.6% | -0.3% |
| 6M | -2.5% | +9.0% | -11.5% | -2.0% |
| YTD | -1.6% | +15.9% | -17.5% | -0.8% |
| 1Y | -1.3% | +43.2% | -44.5% | +0.5% |
| 3Y | +10.1% | +137.4% | -127.3% | +14.9% |
| 5Y | -8.3% | +185.0% | -193.4% | -2.8% |
| 10Y | +4.5% | +409.5% | -405.0% | +15.9% |
| All | +95.9% | +246.2% | -150.3% | +119.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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