+204.4%
IEFA vs EXR
+695.3%
-490.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +2.2% | -0.4% | +2.6% | +2.3% |
| 30D | +1.1% | +18.2% | -17.1% | -3.2% |
| 3M | -4.3% | +7.3% | -11.6% | -6.1% |
| 6M | +1.4% | +13.8% | -12.5% | -2.2% |
| YTD | +10.1% | +25.9% | -15.9% | +3.3% |
| 1Y | +12.9% | +25.8% | -12.9% | +5.9% |
| 3Y | +65.8% | +53.7% | +12.1% | +45.4% |
| 5Y | +47.7% | -1.8% | +49.4% | +42.8% |
| 10Y | +146.8% | +214.5% | -67.8% | +71.9% |
| All | +204.4% | +695.3% | -490.9% | +55.8% |
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