+107.1%
IEF vs XPO
+10,152.6%
-10,045.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | -0.1% |
| 7D | +0.1% | +2.7% | -2.6% | +0.1% |
| 30D | -0.7% | -6.2% | +5.5% | -0.8% |
| 3M | -0.4% | -15.4% | +15.0% | -0.7% |
| 6M | -2.5% | +0.7% | -3.2% | -2.4% |
| YTD | -1.6% | +39.8% | -41.4% | -1.0% |
| 1Y | -1.3% | +43.3% | -44.6% | -0.6% |
| 3Y | +10.1% | +166.0% | -155.9% | +12.3% |
| 5Y | -8.3% | +274.2% | -282.5% | -5.6% |
| 10Y | +4.5% | +1,429.0% | -1,424.6% | +11.4% |
| All | +107.1% | +10,152.6% | -10,045.5% | +130.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling