+144.6%
IEFA vs XEL
+151.6%
-7.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -1.6% | -0.3% | -1.3% | -1.5% |
| 30D | -1.5% | -3.9% | +2.4% | -0.4% |
| 3M | +3.4% | -2.8% | +6.2% | +4.1% |
| 6M | +9.5% | -5.4% | +14.9% | +10.8% |
| YTD | +13.0% | +3.8% | +9.3% | +11.4% |
| 1Y | +18.0% | +6.8% | +11.2% | +15.1% |
| 3Y | +65.4% | +45.6% | +19.8% | +45.5% |
| 5Y | +51.6% | +30.7% | +20.9% | +36.7% |
| All | +144.6% | +151.6% | -7.0% | +100.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 10y: compounded portfolio wealth divided by compounded XEL 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…
10y analysis · Full analysis span regression · 6 months rolling