+536.2%
XRT vs IEF
+92.6%
+443.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -2.6% |
| 7D | -0.4% | -1.9% | +1.5% | -2.2% |
| 30D | +7.5% | +1.1% | +6.4% | +8.5% |
| 3M | +2.3% | -1.9% | +4.3% | +0.4% |
| 6M | +12.8% | -2.4% | +15.2% | +10.0% |
| YTD | +7.1% | -3.0% | +10.1% | +3.6% |
| 1Y | +12.3% | -3.1% | +15.4% | +8.5% |
| 3Y | +57.0% | +10.7% | +46.3% | +73.3% |
| 5Y | -4.3% | -8.0% | +3.7% | -19.3% |
| 10Y | +136.7% | +6.9% | +129.8% | +154.6% |
| All | +536.2% | +92.6% | +443.6% | +1,364.7% |
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