+17.0%
IEFA vs XYL
-30.7%
+47.7%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.0% | -2.5% | +1.7% |
| 7D | +1.9% | +14.5% | -12.6% | -0.2% |
| 30D | +1.4% | -1.3% | +2.7% | +1.0% |
| 3M | -1.4% | -17.0% | +15.6% | +2.1% |
| 6M | +6.3% | -11.3% | +17.6% | +7.6% |
| YTD | +11.9% | -25.0% | +36.9% | +15.8% |
| 1Y | +17.0% | -31.5% | +48.5% | +26.1% |
| All | +17.0% | -30.7% | +47.7% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 1y: compounded portfolio wealth divided by compounded XYL 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…
1y analysis · Full analysis span regression · 6 months rolling