+215.7%
IEFA vs EXEL
+1,096.5%
-880.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.4% |
| 7D | +1.2% | +1.4% | -0.2% | +1.0% |
| 30D | -0.6% | +6.7% | -7.2% | -1.1% |
| 3M | +6.2% | +11.5% | -5.2% | +5.1% |
| 6M | +11.2% | +38.8% | -27.6% | +8.0% |
| YTD | +14.2% | +31.6% | -17.4% | +11.3% |
| 1Y | +20.0% | +53.0% | -33.0% | +15.3% |
| 3Y | +68.8% | +160.8% | -92.0% | +53.6% |
| 5Y | +52.7% | +190.1% | -137.4% | +36.8% |
| 10Y | +144.2% | +367.0% | -222.7% | +106.6% |
| All | +215.7% | +1,096.5% | -880.8% | +138.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling