+513.3%
XRT vs IEF
+95.6%
+417.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +0.8% | -0.3% | +1.1% | +0.5% |
| 30D | -4.2% | -0.8% | -3.4% | -4.9% |
| 3M | +5.1% | -1.0% | +6.1% | +4.0% |
| 6M | +2.4% | -2.8% | +5.2% | -0.5% |
| YTD | +3.2% | -1.5% | +4.7% | +1.5% |
| 1Y | +1.5% | -0.4% | +1.9% | +0.9% |
| 3Y | +40.6% | +9.7% | +30.9% | +53.1% |
| 5Y | -1.0% | -8.3% | +7.3% | -17.6% |
| 10Y | +128.4% | +4.6% | +123.8% | +136.4% |
| All | +513.3% | +95.6% | +417.7% | +1,334.2% |
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