+1,088.5%
XLI vs IEF
+128.5%
+960.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.8% |
| 7D | -0.6% | -0.3% | -0.3% | -0.9% |
| 30D | -6.9% | -0.6% | -6.4% | -7.4% |
| 3M | -1.9% | -1.0% | -0.9% | -2.9% |
| 6M | +1.0% | -3.1% | +4.1% | -2.1% |
| YTD | +11.3% | -1.9% | +13.2% | +9.2% |
| 1Y | +15.8% | -1.4% | +17.2% | +14.1% |
| 3Y | +69.8% | +9.8% | +60.0% | +85.6% |
| 5Y | +80.9% | -8.8% | +89.7% | +55.8% |
| 10Y | +257.2% | +4.7% | +252.5% | +275.2% |
| All | +1,088.5% | +128.5% | +960.0% | +3,521.6% |
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