+142.2%
IEFA vs EXC
+159.4%
-17.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -2.4% | -1.6% | -0.8% | -1.9% |
| 30D | -2.1% | -2.4% | +0.3% | -1.4% |
| 3M | +5.5% | -4.0% | +9.5% | +6.6% |
| 6M | +8.1% | -9.8% | +17.9% | +11.2% |
| YTD | +11.9% | +2.3% | +9.6% | +10.2% |
| 1Y | +18.1% | +3.8% | +14.2% | +15.5% |
| 3Y | +65.5% | +19.7% | +45.7% | +51.9% |
| 5Y | +50.1% | +45.6% | +4.4% | +26.1% |
| All | +142.2% | +159.4% | -17.2% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling