+67.0%
IEFA vs EXR
+24.5%
+42.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +1.2% | -0.7% | +1.8% | +1.3% |
| 30D | -0.6% | -6.9% | +6.4% | +1.2% |
| 3M | +6.2% | -3.0% | +9.2% | +6.7% |
| 6M | +11.2% | -2.9% | +14.1% | +11.5% |
| YTD | +14.2% | +9.3% | +4.9% | +11.2% |
| 1Y | +20.0% | -0.9% | +21.0% | +19.5% |
| All | +67.0% | +24.5% | +42.5% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 3y: compounded portfolio wealth divided by compounded EXR 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…
3y analysis · Full analysis span regression · 6 months rolling