+66.0%
IEFA vs EXE
+182.2%
-116.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.3% |
| 7D | -1.6% | -3.1% | +1.6% | -1.2% |
| 30D | -1.5% | -0.9% | -0.6% | -1.4% |
| 3M | +3.4% | +9.6% | -6.1% | +2.0% |
| 6M | +9.5% | -11.6% | +21.1% | +11.1% |
| YTD | +13.0% | -12.6% | +25.6% | +14.6% |
| 1Y | +18.0% | +1.2% | +16.8% | +16.6% |
| 3Y | +65.4% | +18.0% | +47.3% | +58.2% |
| 5Y | +51.6% | +101.1% | -49.5% | +34.5% |
| All | +66.0% | +182.2% | -116.2% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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