+50.1%
IEFA vs EXEL
+192.6%
-142.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.7% |
| 7D | -2.4% | -2.9% | +0.5% | -2.1% |
| 30D | -2.1% | +11.9% | -14.0% | -3.4% |
| 3M | +5.5% | +9.2% | -3.7% | +4.3% |
| 6M | +8.1% | +39.1% | -31.0% | +3.7% |
| YTD | +11.9% | +31.0% | -19.1% | +8.0% |
| 1Y | +18.1% | +52.3% | -34.3% | +11.7% |
| 3Y | +65.5% | +159.7% | -94.3% | +43.3% |
| 5Y | +50.1% | +187.7% | -137.7% | +22.1% |
| All | +50.1% | +192.6% | -142.5% | +22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling