+179.2%
XLE vs IEF
+7.3%
+171.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +0.8% |
| 7D | +5.4% | -2.0% | +7.4% | +3.4% |
| 30D | -3.9% | +0.7% | -4.7% | -3.2% |
| 3M | +7.0% | -2.5% | +9.5% | +4.5% |
| 6M | +14.2% | -2.6% | +16.8% | +11.6% |
| YTD | +48.2% | -3.2% | +51.4% | +44.1% |
| 1Y | +47.7% | -3.0% | +50.7% | +43.9% |
| 3Y | +70.0% | +10.5% | +59.5% | +89.2% |
| 5Y | +169.1% | -8.2% | +177.3% | +118.2% |
| All | +179.2% | +7.3% | +171.8% | +176.2% |
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 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