+18.0%
IEFA vs EXEL
+48.5%
-30.5%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.2% |
| 7D | -1.6% | -4.9% | +3.3% | -1.1% |
| 30D | -1.5% | +11.4% | -12.9% | -2.6% |
| 3M | +3.4% | +4.9% | -1.5% | +2.8% |
| 6M | +9.5% | +34.4% | -24.9% | +5.8% |
| YTD | +13.0% | +28.0% | -15.0% | +9.5% |
| 1Y | +18.0% | +43.6% | -25.6% | +13.9% |
| All | +18.0% | +48.5% | -30.5% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling