-2.0%
IEF vs XYL
-30.7%
+28.7%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.0% | -4.4% | +0.3% |
| 7D | +0.9% | +14.5% | -13.6% | +0.3% |
| 30D | +3.1% | -1.3% | +4.4% | +3.0% |
| 3M | -1.4% | -17.0% | +15.6% | -0.7% |
| 6M | -1.6% | -11.3% | +9.8% | -1.3% |
| YTD | -2.1% | -25.0% | +22.8% | -1.9% |
| 1Y | -2.0% | -31.5% | +29.6% | -1.1% |
| All | -2.0% | -30.7% | +28.7% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 1y: compounded portfolio wealth divided by compounded XYL 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…
1y analysis · Full analysis span regression · 6 months rolling