+696.4%
XLP vs IEF
+129.2%
+567.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +0.7% | +0.1% | +0.6% | +0.8% |
| 30D | +10.3% | +3.1% | +7.2% | +11.4% |
| 3M | +6.5% | -0.8% | +7.4% | +6.2% |
| 6M | +8.4% | -2.0% | +10.4% | +7.5% |
| YTD | +18.2% | -1.9% | +20.1% | +17.3% |
| 1Y | +22.4% | -1.8% | +24.2% | +21.5% |
| 3Y | +41.9% | +12.0% | +29.9% | +48.8% |
| 5Y | +40.9% | -7.5% | +48.4% | +32.7% |
| 10Y | +128.4% | +5.2% | +123.2% | +132.1% |
| All | +696.4% | +129.2% | +567.3% | +1,157.3% |
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