+12.3%
XLE vs IEF
-2.1%
+14.5%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +1.9% | +1.7% |
| 7D | -0.2% | -0.8% | +0.5% | -1.5% |
| 30D | -4.0% | +2.0% | -6.0% | -0.6% |
| 3M | +4.6% | -1.1% | +5.7% | +0.7% |
| 6M | +12.3% | -1.9% | +14.2% | +6.3% |
| All | +12.3% | -2.1% | +14.5% | +6.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling