+148.7%
XLK vs IEF
-9.5%
+158.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +0.2% | -1.3% | +1.6% | +0.5% |
| 30D | -0.6% | -1.7% | +1.1% | -0.3% |
| 3M | +2.6% | -2.5% | +5.1% | +3.1% |
| 6M | +34.0% | -3.3% | +37.2% | +34.8% |
| YTD | +30.7% | -2.8% | +33.5% | +31.4% |
| 1Y | +39.2% | -2.7% | +41.9% | +39.9% |
| 3Y | +120.4% | +8.9% | +111.5% | +114.9% |
| All | +148.7% | -9.5% | +158.2% | +128.3% |
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 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