+212.3%
IEFA vs XEL
+327.1%
-114.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | -0.5% | +0.9% | -1.4% | -0.7% |
| 30D | -1.1% | -0.9% | -0.2% | -0.9% |
| 3M | +5.1% | -1.4% | +6.5% | +5.3% |
| 6M | +9.3% | -5.8% | +15.1% | +10.8% |
| YTD | +13.0% | +4.7% | +8.3% | +11.0% |
| 1Y | +19.2% | +9.1% | +10.1% | +15.4% |
| 3Y | +67.0% | +47.8% | +19.1% | +45.8% |
| 5Y | +51.1% | +29.0% | +22.1% | +36.4% |
| 10Y | +146.5% | +154.0% | -7.5% | +81.2% |
| All | +212.3% | +327.1% | -114.8% | +81.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling