+3.6%
IEF vs XPO
+1,516.3%
-1,512.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -1.3% | -5.7% | +4.3% | -1.4% |
| 30D | -1.7% | -12.8% | +11.1% | -1.9% |
| 3M | -2.5% | -20.0% | +17.4% | -2.8% |
| 6M | -3.3% | -6.0% | +2.8% | -3.3% |
| YTD | -2.8% | +34.0% | -36.9% | -2.3% |
| 1Y | -2.7% | +35.6% | -38.3% | -2.2% |
| 3Y | +8.9% | +152.3% | -143.4% | +10.9% |
| 5Y | -9.4% | +264.4% | -273.8% | -7.1% |
| All | +3.6% | +1,516.3% | -1,512.7% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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