+44.2%
XLU vs IEF
-9.5%
+53.7%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -1.6% | -1.3% | -0.3% | -0.8% |
| 30D | -3.3% | -1.7% | -1.6% | -2.3% |
| 3M | -3.2% | -2.5% | -0.6% | -1.6% |
| 6M | -7.0% | -3.3% | -3.7% | -5.1% |
| YTD | +0.6% | -2.8% | +3.5% | +2.4% |
| 1Y | +2.4% | -2.7% | +5.2% | +4.2% |
| 3Y | +46.3% | +8.9% | +37.3% | +39.3% |
| All | +44.2% | -9.5% | +53.7% | +44.5% |
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 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