+212.3%
IEFA vs XYL
+430.6%
-218.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.7% |
| 7D | -0.5% | +0.8% | -1.3% | -0.8% |
| 30D | -1.1% | -10.8% | +9.7% | +3.2% |
| 3M | +5.1% | -2.5% | +7.6% | +5.6% |
| 6M | +9.3% | -12.2% | +21.5% | +14.2% |
| YTD | +13.0% | -20.1% | +33.0% | +21.9% |
| 1Y | +19.2% | -20.6% | +39.8% | +28.8% |
| 3Y | +67.0% | +17.3% | +49.7% | +51.9% |
| 5Y | +51.1% | -14.5% | +65.6% | +52.3% |
| 10Y | +146.5% | +150.2% | -3.7% | +57.6% |
| All | +212.3% | +430.6% | -218.3% | +55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling