+204.4%
IEFA vs EXC
+200.3%
+4.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.2% | -0.3% |
| 7D | +2.2% | +1.4% | +0.8% | +1.8% |
| 30D | +1.1% | +8.6% | -7.5% | -1.4% |
| 3M | -4.3% | +2.4% | -6.7% | -5.1% |
| 6M | +1.4% | +6.5% | -5.1% | -0.9% |
| YTD | +10.1% | +9.0% | +1.0% | +6.4% |
| 1Y | +12.9% | +4.6% | +8.3% | +10.5% |
| 3Y | +65.8% | +33.5% | +32.3% | +48.0% |
| 5Y | +47.7% | +41.4% | +6.3% | +27.8% |
| 10Y | +146.8% | +204.3% | -57.5% | +66.3% |
| All | +204.4% | +200.3% | +4.1% | +97.2% |
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