+9.3%
IEFA vs XHB
-3.8%
+13.1%
-5.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.5% |
| 7D | -0.5% | -1.9% | +1.5% | +0.3% |
| 30D | -1.1% | -8.3% | +7.2% | +2.2% |
| 3M | +5.1% | -7.1% | +12.2% | +7.4% |
| 6M | +9.3% | -5.3% | +14.6% | +10.7% |
| All | +9.3% | -3.8% | +13.1% | +10.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling