+212.3%
IEFA vs XHB
+324.5%
-112.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.4% |
| 7D | -0.5% | -1.9% | +1.5% | +0.4% |
| 30D | -1.1% | -8.3% | +7.2% | +2.7% |
| 3M | +5.1% | -7.1% | +12.2% | +8.1% |
| 6M | +9.3% | -5.3% | +14.6% | +11.1% |
| YTD | +13.0% | -3.2% | +16.1% | +13.4% |
| 1Y | +19.2% | -13.9% | +33.0% | +25.7% |
| 3Y | +67.0% | +24.9% | +42.1% | +44.0% |
| 5Y | +51.1% | +34.5% | +16.6% | +22.7% |
| 10Y | +146.5% | +215.5% | -69.0% | +24.8% |
| All | +212.3% | +324.5% | -112.2% | +40.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling