+48.0%
IEFA vs EXPE
+46.0%
+2.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | +2.2% | -0.5% | +2.7% | +2.3% |
| 30D | +1.1% | -6.1% | +7.2% | +1.7% |
| 3M | -4.3% | -21.3% | +17.0% | -1.1% |
| 6M | +1.4% | +19.0% | -17.6% | -2.6% |
| YTD | +10.1% | -8.4% | +18.5% | +9.5% |
| 1Y | +12.9% | -2.8% | +15.7% | +10.9% |
| 3Y | +65.8% | +120.8% | -55.0% | +33.0% |
| All | +48.0% | +46.0% | +2.0% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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