+47.9%
XBI vs IEF
-1.9%
+49.8%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.1% | +1.6% |
| 7D | +1.0% | +0.9% | +0.1% | -0.7% |
| 30D | +1.9% | +3.1% | -1.2% | -4.4% |
| 3M | +4.8% | -1.4% | +6.1% | +8.8% |
| 6M | +19.3% | -1.6% | +20.8% | +24.2% |
| YTD | +30.6% | -2.1% | +32.7% | +38.8% |
| 1Y | +47.9% | -2.0% | +49.9% | +56.1% |
| All | +47.9% | -1.9% | +49.8% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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