+144.6%
IEFA vs XHB
+215.4%
-70.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.3% |
| 7D | -1.6% | -4.6% | +3.1% | +0.5% |
| 30D | -1.5% | -9.1% | +7.6% | +2.6% |
| 3M | +3.4% | -8.6% | +12.0% | +7.0% |
| 6M | +9.5% | -4.0% | +13.5% | +10.6% |
| YTD | +13.0% | -3.9% | +17.0% | +13.8% |
| 1Y | +18.0% | -16.5% | +34.5% | +26.0% |
| 3Y | +65.4% | +22.6% | +42.8% | +44.2% |
| 5Y | +51.6% | +33.9% | +17.6% | +23.7% |
| All | +144.6% | +215.4% | -70.8% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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