+141.4%
XLC vs IEF
+10.4%
+131.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | +0.2% | -0.7% | +1.0% | +0.1% |
| 3M | +0.6% | -0.4% | +1.1% | +0.6% |
| 6M | -4.5% | -2.5% | -2.0% | -5.0% |
| YTD | -4.7% | -1.6% | -3.1% | -5.0% |
| 1Y | -1.7% | -1.3% | -0.3% | -1.9% |
| 3Y | +72.3% | +10.1% | +62.2% | +76.0% |
| 5Y | +37.8% | -8.3% | +46.1% | +15.5% |
| All | +141.4% | +10.4% | +131.0% | +182.4% |
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 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