+57.4%
XLE vs IEF
+9.2%
+48.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -1.0% |
| 7D | +0.5% | -1.2% | +1.7% | -0.1% |
| 30D | +6.6% | -1.5% | +8.0% | +5.8% |
| 3M | +12.3% | -1.7% | +13.9% | +11.4% |
| 6M | +18.4% | -3.5% | +21.9% | +16.8% |
| YTD | +47.2% | -2.6% | +49.9% | +45.6% |
| 1Y | +50.3% | -2.4% | +52.7% | +48.7% |
| All | +57.4% | +9.2% | +48.2% | +60.3% |
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