+46.3%
XLE vs IEF
-2.9%
+49.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +0.3% |
| 7D | +4.4% | -1.9% | +6.3% | +1.4% |
| 30D | -4.3% | +1.1% | -5.4% | -2.6% |
| 3M | +6.0% | -1.9% | +8.0% | +2.1% |
| 6M | +13.2% | -2.4% | +15.6% | +8.8% |
| YTD | +46.7% | -3.0% | +49.7% | +39.6% |
| All | +46.3% | -2.9% | +49.2% | +39.5% |
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