+215.2%
XLY vs IEF
+3.8%
+211.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -1.7% | -1.3% | -0.4% | -1.9% |
| 30D | -4.2% | -1.7% | -2.4% | -4.4% |
| 3M | -2.7% | -2.5% | -0.1% | -3.1% |
| 6M | -0.6% | -3.3% | +2.6% | -1.2% |
| YTD | -5.0% | -2.8% | -2.2% | -5.5% |
| 1Y | -4.1% | -2.7% | -1.4% | -4.5% |
| 3Y | +33.6% | +8.9% | +24.7% | +36.2% |
| 5Y | +28.7% | -9.4% | +38.1% | +8.3% |
| All | +215.2% | +3.8% | +211.4% | +214.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling