+35.0%
XLB vs IEF
-8.6%
+43.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -2.9% | -0.3% | -2.6% | -2.9% |
| 30D | -3.4% | -0.6% | -2.8% | -3.2% |
| 3M | +1.6% | -1.0% | +2.6% | +1.9% |
| 6M | +3.6% | -3.1% | +6.7% | +4.5% |
| YTD | +14.2% | -1.9% | +16.1% | +14.9% |
| 1Y | +15.6% | -1.4% | +16.9% | +16.1% |
| 3Y | +33.1% | +9.8% | +23.3% | +30.1% |
| 5Y | +35.0% | -8.8% | +43.9% | +21.3% |
| All | +35.0% | -8.6% | +43.7% | +21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling