+29.5%
XLB vs IEF
-1.9%
+31.5%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +1.9% | +1.7% |
| 7D | +3.9% | +0.9% | +3.0% | +2.7% |
| 30D | +8.9% | +3.1% | +5.8% | +4.3% |
| 3M | +4.1% | -1.4% | +5.5% | +6.3% |
| 6M | +7.3% | -1.6% | +8.9% | +9.7% |
| YTD | +20.4% | -2.1% | +22.5% | +24.3% |
| 1Y | +29.5% | -2.0% | +31.5% | +33.7% |
| All | +29.5% | -1.9% | +31.5% | +33.7% |
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