+908.9%
XOM vs IEF
+128.5%
+780.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +1.9% |
| 7D | 0.0% | -0.3% | +0.4% | -0.3% |
| 30D | +3.4% | -0.6% | +4.0% | +2.9% |
| 3M | +11.0% | -1.0% | +12.0% | +10.1% |
| 6M | +10.6% | -3.1% | +13.7% | +7.6% |
| YTD | +39.2% | -1.9% | +41.1% | +37.1% |
| 1Y | +52.7% | -1.4% | +54.1% | +51.3% |
| 3Y | +56.8% | +9.8% | +47.0% | +73.8% |
| 5Y | +261.8% | -8.8% | +270.6% | +221.7% |
| 10Y | +191.3% | +4.7% | +186.6% | +210.6% |
| All | +908.9% | +128.5% | +780.4% | +2,749.7% |
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 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