+225.7%
XLE vs IEF
-8.2%
+233.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | +12.6% | -0.7% | +13.4% | +12.3% |
| 3M | +11.8% | -0.4% | +12.3% | +11.7% |
| 6M | +16.1% | -2.5% | +18.6% | +15.1% |
| YTD | +46.9% | -1.6% | +48.5% | +46.1% |
| 1Y | +53.3% | -1.3% | +54.6% | +52.7% |
| 3Y | +54.9% | +10.1% | +44.8% | +60.1% |
| 5Y | +225.7% | -8.3% | +234.0% | +187.1% |
| All | +225.7% | -8.2% | +233.9% | +187.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling