+146.5%
IEFA vs EXPD
+316.4%
-169.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.3% | -1.5% |
| 7D | -0.5% | +1.2% | -1.6% | -0.8% |
| 30D | -1.1% | +5.2% | -6.3% | -2.8% |
| 3M | +5.1% | +13.2% | -8.1% | +0.6% |
| 6M | +9.3% | +30.3% | -21.0% | -0.6% |
| YTD | +13.0% | +27.0% | -14.1% | +2.8% |
| 1Y | +19.2% | +57.3% | -38.1% | -0.2% |
| 3Y | +67.0% | +70.0% | -3.0% | +33.2% |
| 5Y | +51.1% | +61.6% | -10.5% | +20.1% |
| 10Y | +146.5% | +321.1% | -174.6% | +36.2% |
| All | +146.5% | +316.4% | -169.9% | +36.2% |
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