+50.1%
IEFA vs EXE
+99.3%
-49.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -2.4% | -2.2% | -0.2% | -2.1% |
| 30D | -2.1% | -0.8% | -1.3% | -2.0% |
| 3M | +5.5% | +10.0% | -4.5% | +4.0% |
| 6M | +8.1% | -6.3% | +14.5% | +8.8% |
| YTD | +11.9% | -10.7% | +22.6% | +13.2% |
| 1Y | +18.1% | +2.7% | +15.4% | +16.5% |
| 3Y | +65.5% | +19.1% | +46.3% | +58.0% |
| 5Y | +50.1% | +105.4% | -55.4% | +33.8% |
| All | +50.1% | +99.3% | -49.3% | +33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling