+982.4%
XLE vs IEF
+129.0%
+853.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.4% |
| 7D | -7.9% | +0.3% | -8.2% | -7.5% |
| 30D | -4.8% | +2.7% | -7.5% | -1.7% |
| 3M | +8.4% | -0.8% | +9.1% | +7.4% |
| 6M | +12.7% | -1.7% | +14.3% | +10.7% |
| YTD | +41.3% | -1.6% | +42.9% | +39.0% |
| 1Y | +42.3% | -1.6% | +43.9% | +40.2% |
| 3Y | +65.1% | +12.4% | +52.7% | +91.7% |
| 5Y | +150.2% | -7.6% | +157.8% | +120.8% |
| 10Y | +163.9% | +7.6% | +156.4% | +195.9% |
| All | +982.4% | +129.0% | +853.4% | +3,155.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling