+401.2%
XLF vs IEF
+128.5%
+272.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.8% |
| 7D | -1.0% | -0.3% | -0.7% | -1.4% |
| 30D | -1.3% | -0.6% | -0.7% | -2.1% |
| 3M | +9.1% | -1.0% | +10.1% | +7.7% |
| 6M | +14.4% | -3.1% | +17.4% | +9.5% |
| YTD | +5.1% | -1.9% | +7.0% | +2.3% |
| 1Y | +8.6% | -1.4% | +10.0% | +6.5% |
| 3Y | +74.4% | +9.8% | +64.6% | +97.4% |
| 5Y | +64.4% | -8.8% | +73.2% | +34.3% |
| 10Y | +251.6% | +4.7% | +246.9% | +280.9% |
| All | +401.2% | +128.5% | +272.7% | +1,975.3% |
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 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