+41.9%
XLP vs IEF
+11.8%
+30.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | +10.3% | +3.1% | +7.2% | +8.7% |
| 3M | +6.5% | -0.8% | +7.4% | +6.8% |
| 6M | +8.4% | -2.0% | +10.4% | +9.3% |
| YTD | +18.2% | -1.9% | +20.1% | +19.2% |
| 1Y | +22.4% | -1.8% | +24.2% | +23.4% |
| 3Y | +41.9% | +12.0% | +29.9% | +39.4% |
| All | +41.9% | +11.8% | +30.1% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling