+215.7%
IEFA vs XRT
+234.0%
-18.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | +0.3% |
| 7D | +1.2% | -0.3% | +1.4% | +1.3% |
| 30D | -0.6% | -5.6% | +5.1% | +1.8% |
| 3M | +6.2% | +2.5% | +3.7% | +4.9% |
| 6M | +11.2% | +3.7% | +7.5% | +9.2% |
| YTD | +14.2% | +1.0% | +13.2% | +13.3% |
| 1Y | +20.0% | -1.2% | +21.2% | +19.9% |
| 3Y | +68.8% | +43.4% | +25.4% | +42.1% |
| 5Y | +52.7% | -0.7% | +53.4% | +46.0% |
| 10Y | +144.2% | +123.7% | +20.5% | +41.9% |
| All | +215.7% | +234.0% | -18.3% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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