+761.2%
XLB vs IEF
+125.4%
+635.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.4% |
| 7D | +0.5% | -2.0% | +2.5% | -1.3% |
| 30D | +5.2% | +0.7% | +4.4% | +5.8% |
| 3M | +0.3% | -2.5% | +2.8% | -2.1% |
| 6M | +1.2% | -2.6% | +3.7% | -1.4% |
| YTD | +16.6% | -3.2% | +19.8% | +12.9% |
| 1Y | +21.4% | -3.0% | +24.5% | +17.7% |
| 3Y | +43.2% | +10.5% | +32.7% | +57.8% |
| 5Y | +28.0% | -8.2% | +36.2% | +10.7% |
| 10Y | +164.8% | +6.7% | +158.0% | +184.7% |
| All | +761.2% | +125.4% | +635.8% | +2,645.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling