+145.8%
IEFA vs EXPD
+329.8%
-184.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +1.1% | -7.4% | +8.5% | +3.6% |
| 30D | +0.7% | -2.1% | +2.8% | +1.3% |
| 3M | -3.4% | +5.7% | -9.0% | -5.3% |
| 6M | +1.5% | +21.4% | -19.9% | -5.3% |
| YTD | +10.4% | +27.6% | -17.2% | +0.1% |
| 1Y | +13.4% | +36.1% | -22.7% | +0.3% |
| 3Y | +66.7% | +69.9% | -3.2% | +32.9% |
| 5Y | +49.5% | +59.7% | -10.2% | +19.5% |
| 10Y | +145.8% | +323.0% | -177.3% | +36.9% |
| All | +145.8% | +329.8% | -184.1% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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