+760.7%
XLB vs IEF
+129.4%
+631.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.4% |
| 7D | -1.4% | -0.3% | -1.1% | -1.7% |
| 30D | -0.4% | -0.8% | +0.4% | -1.1% |
| 3M | +2.0% | -1.0% | +2.9% | +1.0% |
| 6M | +1.8% | -2.8% | +4.6% | -1.0% |
| YTD | +16.6% | -1.5% | +18.1% | +14.7% |
| 1Y | +16.9% | -0.4% | +17.4% | +16.2% |
| 3Y | +32.6% | +9.7% | +22.9% | +44.3% |
| 5Y | +35.6% | -8.3% | +44.0% | +16.2% |
| 10Y | +160.0% | +4.6% | +155.4% | +171.0% |
| All | +760.7% | +129.4% | +631.4% | +2,689.9% |
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