+44.0%
XLP vs IEF
-8.1%
+52.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +2.5% | -2.0% | +4.5% | +3.2% |
| 30D | +7.3% | +0.7% | +6.6% | +7.1% |
| 3M | +8.1% | -2.5% | +10.6% | +8.9% |
| 6M | +10.5% | -2.6% | +13.0% | +11.4% |
| YTD | +21.2% | -3.2% | +24.4% | +22.4% |
| 1Y | +22.7% | -3.0% | +25.8% | +23.9% |
| 3Y | +44.8% | +10.5% | +34.3% | +41.7% |
| All | +44.0% | -8.1% | +52.1% | +39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling