+566.1%
XYZ vs IEF
+7.5%
+558.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.9% |
| 7D | -2.1% | -1.9% | -0.2% | -1.8% |
| 30D | +7.0% | +1.1% | +5.9% | +6.9% |
| 3M | +5.1% | -1.9% | +7.0% | +5.4% |
| 6M | +14.1% | -2.4% | +16.4% | +14.5% |
| YTD | +26.4% | -3.0% | +29.4% | +26.9% |
| 1Y | +25.1% | -3.1% | +28.2% | +25.6% |
| 3Y | +59.7% | +10.7% | +49.0% | +61.4% |
| 5Y | -63.8% | -8.0% | -55.8% | -70.8% |
| All | +566.1% | +7.5% | +558.5% | +666.8% |
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