+147.8%
IEFA vs EXPD
+336.9%
-189.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.9% |
| 7D | +1.3% | +3.6% | -2.3% | +0.1% |
| 30D | +0.1% | +0.3% | -0.2% | -0.1% |
| 3M | -4.2% | +6.1% | -10.3% | -6.2% |
| 6M | +1.9% | +27.4% | -25.5% | -6.5% |
| YTD | +9.9% | +32.0% | -22.1% | -1.5% |
| 1Y | +11.5% | +40.5% | -29.0% | -2.4% |
| 3Y | +66.0% | +75.7% | -9.7% | +30.8% |
| 5Y | +47.5% | +61.7% | -14.3% | +17.6% |
| All | +147.8% | +336.9% | -189.1% | +36.7% |
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