+638.0%
XYZ vs IEF
+6.4%
+631.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.6% |
| 7D | +14.9% | +0.3% | +14.6% | +14.8% |
| 30D | +14.7% | +2.7% | +12.0% | +14.2% |
| 3M | +12.1% | -0.8% | +12.9% | +12.2% |
| 6M | +18.3% | -1.7% | +20.0% | +18.5% |
| YTD | +36.1% | -1.6% | +37.7% | +36.3% |
| 1Y | +35.3% | -1.6% | +36.9% | +35.5% |
| 3Y | +73.5% | +12.4% | +61.1% | +74.9% |
| 5Y | -61.6% | -7.6% | -54.0% | -69.6% |
| 10Y | +638.0% | +7.6% | +630.4% | +753.2% |
| All | +638.0% | +6.4% | +631.6% | +753.2% |
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 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