+284.8%
XLB vs IEFA
+203.9%
+80.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | +0.5% | +2.2% | -1.7% | -1.5% |
| 30D | +5.2% | +1.1% | +4.1% | +4.1% |
| 3M | +0.3% | -4.3% | +4.6% | +4.5% |
| 6M | +1.2% | +1.4% | -0.2% | -0.3% |
| YTD | +16.6% | +10.1% | +6.6% | +5.9% |
| 1Y | +21.4% | +12.9% | +8.5% | +7.6% |
| 3Y | +43.2% | +65.8% | -22.6% | -13.0% |
| 5Y | +28.0% | +47.7% | -19.6% | -13.1% |
| 10Y | +164.8% | +146.8% | +18.0% | +12.1% |
| All | +284.8% | +203.9% | +80.8% | +27.8% |
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