-4.3%
XRT vs IEF
-8.1%
+3.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.5% |
| 7D | -0.4% | -1.9% | +1.5% | +0.5% |
| 30D | +7.5% | +1.1% | +6.4% | +7.1% |
| 3M | +2.3% | -1.9% | +4.3% | +3.3% |
| 6M | +12.8% | -2.4% | +15.2% | +14.1% |
| YTD | +7.1% | -3.0% | +10.1% | +8.5% |
| 1Y | +12.3% | -3.1% | +15.4% | +13.9% |
| 3Y | +57.0% | +10.7% | +46.3% | +51.2% |
| 5Y | -4.3% | -8.0% | +3.7% | -19.6% |
| All | -4.3% | -8.1% | +3.8% | -19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling