+206.8%
IEFA vs EXPD
+527.8%
-321.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.7% | +0.3% | +2.1% |
| 7D | +1.1% | -5.5% | +6.5% | +3.0% |
| 30D | +1.2% | -1.9% | +3.1% | +1.8% |
| 3M | -3.4% | +6.1% | -9.5% | -5.5% |
| 6M | +2.0% | +21.6% | -19.6% | -5.1% |
| YTD | +11.0% | +27.9% | -16.9% | +0.2% |
| 1Y | +15.2% | +39.4% | -24.2% | +0.7% |
| 3Y | +68.4% | +72.7% | -4.3% | +32.9% |
| 5Y | +48.4% | +60.3% | -11.9% | +18.0% |
| 10Y | +146.4% | +332.6% | -186.2% | +27.7% |
| All | +206.8% | +527.8% | -321.0% | +36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling