+457.8%
XBI vs IEFA
+212.1%
+245.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -1.5% |
| 7D | -4.6% | -1.6% | -3.1% | -3.1% |
| 30D | -2.0% | -1.5% | -0.5% | -0.4% |
| 3M | +17.8% | +3.4% | +14.4% | +13.6% |
| 6M | +23.7% | +9.5% | +14.2% | +12.3% |
| YTD | +28.2% | +13.0% | +15.2% | +12.4% |
| 1Y | +64.0% | +18.0% | +46.0% | +37.3% |
| 3Y | +99.4% | +65.4% | +34.0% | +16.5% |
| 5Y | +19.3% | +51.6% | -32.2% | -23.0% |
| 10Y | +158.7% | +146.7% | +12.0% | +1.0% |
| All | +457.8% | +212.1% | +245.7% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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