+181.3%
XLE vs IEF
+4.6%
+176.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.6% |
| 7D | +0.3% | -0.3% | +0.6% | 0.0% |
| 30D | +8.5% | -0.6% | +9.1% | +7.9% |
| 3M | +14.6% | -1.0% | +15.6% | +13.7% |
| 6M | +17.6% | -3.1% | +20.6% | +14.5% |
| YTD | +48.1% | -1.9% | +50.0% | +45.9% |
| 1Y | +53.8% | -1.4% | +55.1% | +52.3% |
| 3Y | +56.2% | +9.8% | +46.4% | +71.9% |
| 5Y | +227.7% | -8.8% | +236.5% | +159.1% |
| 10Y | +181.3% | +4.7% | +176.6% | +175.7% |
| All | +181.3% | +4.6% | +176.7% | +175.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling