+217.5%
IEFA vs EXR
+590.6%
-373.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.4% | +0.4% |
| 7D | +0.6% | -2.6% | +3.1% | +1.3% |
| 30D | +1.0% | -7.2% | +8.2% | +3.0% |
| 3M | +4.7% | -3.5% | +8.2% | +5.5% |
| 6M | +8.6% | -5.3% | +13.9% | +9.8% |
| YTD | +14.8% | +9.4% | +5.5% | +11.8% |
| 1Y | +22.6% | +1.3% | +21.3% | +21.5% |
| 3Y | +67.0% | +22.4% | +44.6% | +55.2% |
| 5Y | +52.3% | -12.2% | +64.5% | +51.5% |
| 10Y | +147.3% | +148.6% | -1.2% | +83.4% |
| All | +217.5% | +590.6% | -373.0% | +68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling