+1,132.1%
XLY vs IEF
+126.3%
+1,005.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.7% |
| 7D | -1.7% | -1.3% | -0.4% | -2.8% |
| 30D | -4.2% | -1.7% | -2.4% | -5.5% |
| 3M | -2.7% | -2.5% | -0.1% | -4.7% |
| 6M | -0.6% | -3.3% | +2.6% | -3.5% |
| YTD | -5.0% | -2.8% | -2.2% | -7.4% |
| 1Y | -4.1% | -2.7% | -1.4% | -6.4% |
| 3Y | +33.6% | +8.9% | +24.7% | +43.3% |
| 5Y | +28.7% | -9.4% | +38.1% | +10.7% |
| 10Y | +219.6% | +3.7% | +216.0% | +228.5% |
| All | +1,132.1% | +126.3% | +1,005.8% | +3,898.9% |
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 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