+24.3%
XLP vs IEF
-1.9%
+26.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.5% | +2.8% | +2.8% |
| 7D | +5.9% | +0.9% | +5.0% | +5.0% |
| 30D | +13.5% | +3.1% | +10.4% | +10.8% |
| 3M | +8.4% | -1.4% | +9.8% | +9.0% |
| 6M | +11.5% | -1.6% | +13.1% | +12.5% |
| YTD | +20.6% | -2.1% | +22.8% | +23.7% |
| 1Y | +24.3% | -2.0% | +26.3% | +27.5% |
| All | +24.3% | -1.9% | +26.2% | +27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling