+18.1%
IEFA vs EXC
+4.5%
+13.6%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -1.0% |
| 7D | -2.4% | -1.6% | -0.8% | -2.5% |
| 30D | -2.1% | -2.4% | +0.3% | -2.3% |
| 3M | +5.5% | -4.0% | +9.5% | +5.2% |
| 6M | +8.1% | -9.8% | +17.9% | +7.7% |
| YTD | +11.9% | +2.3% | +9.6% | +12.3% |
| 1Y | +18.1% | +3.8% | +14.2% | +19.3% |
| All | +18.1% | +4.5% | +13.6% | +19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling