+32.9%
XLV vs IEF
-1.9%
+34.8%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.5% | +2.4% |
| 7D | +5.5% | +0.9% | +4.6% | +4.5% |
| 30D | +13.3% | +3.1% | +10.2% | +9.7% |
| 3M | +17.4% | -1.4% | +18.8% | +19.2% |
| 6M | +32.1% | -1.6% | +33.7% | +34.6% |
| YTD | +24.0% | -2.1% | +26.2% | +28.4% |
| 1Y | +32.9% | -2.0% | +34.9% | +37.2% |
| All | +32.9% | -1.9% | +34.8% | +37.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling