+65.1%
XLE vs IEF
+11.5%
+53.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -7.9% | +0.3% | -8.2% | -7.7% |
| 30D | -4.8% | +2.7% | -7.5% | -3.3% |
| 3M | +8.4% | -0.8% | +9.1% | +7.9% |
| 6M | +12.7% | -1.7% | +14.3% | +11.9% |
| YTD | +41.3% | -1.6% | +42.9% | +40.3% |
| 1Y | +42.3% | -1.6% | +43.9% | +41.4% |
| 3Y | +65.1% | +12.4% | +52.7% | +68.3% |
| All | +65.1% | +11.5% | +53.6% | +68.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling