+850.0%
XLU vs IEF
+126.7%
+723.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -1.1% |
| 7D | -1.2% | -1.2% | 0.0% | -1.4% |
| 30D | -2.5% | -1.5% | -1.1% | -2.8% |
| 3M | -2.7% | -1.7% | -1.1% | -3.1% |
| 6M | -7.5% | -3.5% | -3.9% | -8.1% |
| YTD | +0.9% | -2.6% | +3.6% | +0.4% |
| 1Y | +3.3% | -2.4% | +5.7% | +2.8% |
| 3Y | +47.3% | +8.9% | +38.4% | +50.3% |
| 5Y | +44.4% | -9.2% | +53.7% | +35.8% |
| 10Y | +140.8% | +3.9% | +136.9% | +138.1% |
| All | +850.0% | +126.7% | +723.4% | +1,565.8% |
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 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