+1,012.9%
XLE vs IEF
+129.4%
+883.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | +2.2% | -0.3% | +2.5% | +1.9% |
| 30D | +11.8% | -0.8% | +12.6% | +10.8% |
| 3M | +9.8% | -1.0% | +10.8% | +8.7% |
| 6M | +15.6% | -2.8% | +18.3% | +12.2% |
| YTD | +45.3% | -1.5% | +46.8% | +43.2% |
| 1Y | +48.3% | -0.4% | +48.7% | +48.2% |
| 3Y | +55.4% | +9.7% | +45.8% | +74.8% |
| 5Y | +216.1% | -8.3% | +224.4% | +175.8% |
| 10Y | +178.4% | +4.6% | +173.8% | +200.5% |
| All | +1,012.9% | +129.4% | +883.5% | +3,252.4% |
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