+147.8%
XEL vs IEF
+3.8%
+144.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -0.3% | -1.3% | +1.1% | +0.2% |
| 30D | -3.9% | -1.7% | -2.2% | -3.4% |
| 3M | -2.8% | -2.5% | -0.3% | -2.0% |
| 6M | -5.4% | -3.3% | -2.1% | -4.3% |
| YTD | +3.8% | -2.8% | +6.6% | +4.8% |
| 1Y | +6.8% | -2.7% | +9.6% | +7.8% |
| 3Y | +45.6% | +8.9% | +36.7% | +42.6% |
| 5Y | +30.7% | -9.4% | +40.1% | +24.7% |
| All | +147.8% | +3.8% | +144.0% | +113.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling