+212.6%
IEFA vs QXO
-51.8%
+264.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -1.6% | -7.8% | +6.2% | -1.5% |
| 30D | -1.5% | -18.1% | +16.6% | -1.4% |
| 3M | +3.4% | -25.8% | +29.2% | +3.6% |
| 6M | +9.5% | -41.7% | +51.2% | +9.8% |
| YTD | +13.0% | -36.2% | +49.2% | +13.3% |
| 1Y | +18.0% | -42.1% | +60.1% | +18.3% |
| 3Y | +65.4% | -46.2% | +111.5% | +63.6% |
| 5Y | +51.6% | -70.7% | +122.3% | +49.9% |
| 10Y | +146.7% | +36.5% | +110.2% | +142.1% |
| All | +212.6% | -51.8% | +264.3% | +209.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 QXO 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