+10.6%
XLK vs IEFA
+13.3%
-2.7%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.0% | -5.0% | -4.8% |
| 7D | -14.0% | -1.7% | -12.3% | -12.1% |
| 30D | -19.6% | -1.8% | -17.9% | -17.9% |
| 3M | -12.6% | -4.5% | -8.1% | -8.0% |
| 6M | -1.7% | +1.8% | -3.5% | -2.4% |
| YTD | +13.2% | +8.5% | +4.6% | +3.3% |
| 1Y | +10.6% | +12.8% | -2.2% | -3.6% |
| All | +10.6% | +13.3% | -2.7% | -3.6% |
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