+604.5%
XYZ vs IEF
+4.5%
+600.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -3.7% | -0.3% | -3.4% | -3.7% |
| 30D | +0.5% | -0.6% | +1.1% | +0.6% |
| 3M | +16.3% | -1.0% | +17.3% | +16.5% |
| 6M | +21.1% | -3.1% | +24.2% | +21.4% |
| YTD | +22.0% | -1.9% | +23.9% | +22.3% |
| 1Y | +5.2% | -1.4% | +6.5% | +5.4% |
| 3Y | +49.6% | +9.8% | +39.8% | +49.7% |
| 5Y | -68.4% | -8.8% | -59.6% | -75.0% |
| 10Y | +604.5% | +4.7% | +599.9% | +710.2% |
| All | +604.5% | +4.5% | +600.0% | +710.2% |
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