+48.3%
XLE vs IEF
-0.2%
+48.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | +2.2% | -0.3% | +2.5% | +1.7% |
| 30D | +11.8% | -0.8% | +12.6% | +10.3% |
| 3M | +9.8% | -1.0% | +10.8% | +8.4% |
| 6M | +15.6% | -2.8% | +18.3% | +12.5% |
| YTD | +45.3% | -1.5% | +46.8% | +42.8% |
| 1Y | +48.3% | -0.4% | +48.7% | +47.8% |
| All | +48.3% | -0.2% | +48.5% | +47.8% |
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