+192.9%
XOM vs IEF
+3.8%
+189.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.3% |
| 7D | +4.1% | -1.3% | +5.4% | +2.8% |
| 30D | +4.6% | -1.7% | +6.3% | +2.9% |
| 3M | +14.0% | -2.5% | +16.5% | +11.4% |
| 6M | +11.0% | -3.3% | +14.2% | +8.0% |
| YTD | +40.7% | -2.8% | +43.5% | +37.5% |
| 1Y | +52.3% | -2.7% | +55.0% | +49.1% |
| 3Y | +60.5% | +8.9% | +51.6% | +74.7% |
| 5Y | +266.4% | -9.4% | +275.8% | +193.2% |
| All | +192.9% | +3.8% | +189.1% | +178.7% |
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