+148.7%
XLK vs IEFA
+50.2%
+98.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +0.2% |
| 7D | +0.2% | -1.6% | +1.8% | +1.9% |
| 30D | -0.6% | -1.5% | +0.9% | +1.0% |
| 3M | +2.6% | +3.4% | -0.9% | -0.9% |
| 6M | +34.0% | +9.5% | +24.5% | +21.7% |
| YTD | +30.7% | +13.0% | +17.6% | +14.4% |
| 1Y | +39.2% | +18.0% | +21.2% | +16.4% |
| 3Y | +120.4% | +65.4% | +55.1% | +26.9% |
| All | +148.7% | +50.2% | +98.5% | +61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling