+50.4%
IEFA vs XPO
+261.3%
-210.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -1.6% | -5.7% | +4.1% | -0.6% |
| 30D | -1.5% | -12.8% | +11.3% | +0.8% |
| 3M | +3.4% | -20.0% | +23.4% | +7.2% |
| 6M | +9.5% | -6.0% | +15.5% | +10.1% |
| YTD | +13.0% | +34.0% | -21.0% | +6.4% |
| 1Y | +18.0% | +35.6% | -17.5% | +10.3% |
| 3Y | +65.4% | +152.3% | -86.9% | +30.6% |
| All | +50.4% | +261.3% | -210.8% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 5y: compounded portfolio wealth divided by compounded XPO 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…
5y analysis · Full analysis span regression · 6 months rolling