+65.2%
IEFA vs EXC
+20.6%
+44.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | -0.5% | +0.3% | -0.8% | -0.5% |
| 30D | -1.1% | -0.9% | -0.2% | -1.0% |
| 3M | +5.1% | -2.7% | +7.7% | +5.2% |
| 6M | +9.3% | -9.4% | +18.7% | +10.2% |
| YTD | +13.0% | +3.0% | +9.9% | +12.2% |
| 1Y | +19.2% | +5.1% | +14.0% | +18.0% |
| All | +65.2% | +20.6% | +44.6% | +59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling