+20.7%
XYZ vs IEF
-1.6%
+22.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +2.2% |
| 7D | +12.1% | +0.1% | +12.0% | +11.5% |
| 30D | +12.4% | +3.1% | +9.3% | -0.3% |
| 3M | +8.2% | -0.5% | +8.7% | +13.0% |
| 6M | +20.7% | -1.6% | +22.3% | +35.3% |
| All | +20.7% | -1.6% | +22.2% | +35.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling