+35.8%
XYZ vs IEF
-3.1%
+38.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +3.4% |
| 7D | -1.1% | -2.0% | +0.9% | +5.4% |
| 30D | +11.5% | +0.7% | +10.8% | +9.8% |
| 3M | +1.8% | -2.5% | +4.3% | +11.0% |
| 6M | +21.2% | -2.6% | +23.8% | +33.1% |
| YTD | +29.9% | -3.2% | +33.1% | +47.5% |
| 1Y | +35.8% | -3.0% | +38.8% | +53.7% |
| All | +35.8% | -3.1% | +38.9% | +53.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling