+838.7%
XLV vs IEF
+126.3%
+712.4%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.3% |
| 7D | -3.6% | -1.3% | -2.2% | -4.2% |
| 30D | -1.8% | -1.7% | -0.1% | -2.7% |
| 3M | +7.8% | -2.5% | +10.3% | +6.4% |
| 6M | +9.1% | -3.3% | +12.4% | +7.2% |
| YTD | +7.7% | -2.8% | +10.6% | +6.1% |
| 1Y | +20.4% | -2.7% | +23.1% | +18.6% |
| 3Y | +30.8% | +8.9% | +21.9% | +37.2% |
| 5Y | +34.6% | -9.4% | +44.0% | +22.6% |
| 10Y | +173.4% | +3.7% | +169.7% | +178.9% |
| All | +838.7% | +126.3% | +712.4% | +1,711.6% |
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