+43.4%
XLK vs IEFA
+23.1%
+20.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | +0.9% | +0.6% | +0.3% | +0.2% |
| 30D | +0.7% | +1.0% | -0.3% | -0.4% |
| 3M | -2.9% | +4.7% | -7.6% | -7.2% |
| 6M | +34.3% | +8.6% | +25.7% | +24.1% |
| YTD | +30.4% | +14.8% | +15.6% | +12.3% |
| 1Y | +43.4% | +22.6% | +20.7% | +16.6% |
| All | +43.4% | +23.1% | +20.3% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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