+217.5%
IEFA vs EXC
+183.3%
+34.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.4% |
| 7D | +0.6% | +0.3% | +0.3% | +0.5% |
| 30D | +1.0% | -3.7% | +4.8% | +2.1% |
| 3M | +4.7% | -1.3% | +6.0% | +4.8% |
| 6M | +8.6% | -9.7% | +18.3% | +11.5% |
| YTD | +14.8% | +2.9% | +11.9% | +13.0% |
| 1Y | +22.6% | +4.4% | +18.2% | +19.9% |
| 3Y | +67.0% | +22.2% | +44.8% | +53.3% |
| 5Y | +52.3% | +46.7% | +5.6% | +29.9% |
| 10Y | +147.3% | +155.3% | -8.0% | +74.5% |
| All | +217.5% | +183.3% | +34.2% | +109.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling