-68.6%
XYZ vs IEF
-8.2%
-60.4%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.1% |
| 7D | +2.9% | +0.1% | +2.8% | +2.8% |
| 30D | +1.4% | -0.7% | +2.1% | +2.1% |
| 3M | +14.6% | -0.4% | +15.0% | +15.3% |
| 6M | +20.8% | -2.5% | +23.3% | +23.7% |
| YTD | +23.1% | -1.6% | +24.7% | +25.2% |
| 1Y | +5.6% | -1.3% | +7.0% | +7.2% |
| 3Y | +50.9% | +10.1% | +40.8% | +39.0% |
| 5Y | -68.6% | -8.3% | -60.3% | -74.2% |
| All | -68.6% | -8.2% | -60.4% | -74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling