+642.9%
XLP vs IEF
+129.4%
+513.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.0% | -0.3% | -0.7% | -1.1% |
| 30D | -0.9% | -0.8% | -0.1% | -1.2% |
| 3M | +3.8% | -1.0% | +4.8% | +3.4% |
| 6M | -1.7% | -2.8% | +1.0% | -2.8% |
| YTD | +10.3% | -1.5% | +11.8% | +9.6% |
| 1Y | +7.8% | -0.4% | +8.2% | +7.6% |
| 3Y | +27.2% | +9.7% | +17.5% | +32.1% |
| 5Y | +32.5% | -8.3% | +40.8% | +24.1% |
| 10Y | +101.8% | +4.6% | +97.2% | +104.4% |
| All | +642.9% | +129.4% | +513.6% | +1,072.9% |
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