+204.4%
IEFA vs XRT
+255.6%
-51.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +2.2% | +1.7% | +0.5% | +1.5% |
| 30D | +1.1% | +7.5% | -6.4% | -2.0% |
| 3M | -4.3% | +2.2% | -6.5% | -5.3% |
| 6M | +1.4% | +14.7% | -13.3% | -4.6% |
| YTD | +10.1% | +7.5% | +2.6% | +6.3% |
| 1Y | +12.9% | +14.1% | -1.2% | +6.3% |
| 3Y | +65.8% | +58.8% | +7.0% | +33.7% |
| 5Y | +47.7% | -3.9% | +51.6% | +43.6% |
| 10Y | +146.8% | +137.7% | +9.1% | +39.8% |
| All | +204.4% | +255.6% | -51.2% | +37.0% |
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