+51.1%
IEFA vs EXR
-13.9%
+65.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.5% | -0.4% |
| 7D | -0.5% | -3.1% | +2.6% | +0.3% |
| 30D | -1.1% | -7.5% | +6.4% | +0.9% |
| 3M | +5.1% | -7.5% | +12.6% | +7.0% |
| 6M | +9.3% | -5.2% | +14.5% | +10.4% |
| YTD | +13.0% | +6.5% | +6.4% | +10.7% |
| 1Y | +19.2% | -2.0% | +21.2% | +19.1% |
| 3Y | +67.0% | +21.5% | +45.4% | +55.5% |
| 5Y | +51.1% | -11.5% | +62.6% | +50.3% |
| All | +51.1% | -13.9% | +65.0% | +50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling