+143.7%
XLC vs IEFA
+100.2%
+43.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.1% |
| 7D | +0.5% | -1.6% | +2.1% | +1.9% |
| 30D | +2.1% | -1.5% | +3.6% | +3.4% |
| 3M | +0.7% | +3.4% | -2.7% | -2.4% |
| 6M | -3.2% | +9.5% | -12.7% | -11.2% |
| YTD | -3.8% | +13.0% | -16.8% | -14.5% |
| 1Y | -2.0% | +18.0% | -20.0% | -16.4% |
| 3Y | +71.4% | +65.4% | +6.0% | +6.4% |
| 5Y | +40.7% | +51.6% | -10.9% | -5.5% |
| All | +143.7% | +100.2% | +43.5% | +22.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling