+48.4%
IEFA vs EXPD
+61.0%
-12.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.7% | +0.3% | +2.3% |
| 7D | +1.1% | -5.5% | +6.5% | +2.5% |
| 30D | +1.2% | -1.9% | +3.1% | +1.6% |
| 3M | -3.4% | +6.1% | -9.5% | -5.0% |
| 6M | +2.0% | +21.6% | -19.6% | -3.4% |
| YTD | +11.0% | +27.9% | -16.9% | +2.7% |
| 1Y | +15.2% | +39.4% | -24.2% | +3.9% |
| 3Y | +68.4% | +72.7% | -4.3% | +39.0% |
| 5Y | +48.4% | +60.3% | -11.9% | +19.8% |
| All | +48.4% | +61.0% | -12.6% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling