+69.7%
XLC vs IEFA
+64.1%
+5.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.2% |
| 7D | -1.7% | -2.4% | +0.8% | -0.1% |
| 30D | +0.2% | -2.1% | +2.3% | +1.6% |
| 3M | +0.7% | +5.5% | -4.8% | -3.0% |
| 6M | -4.5% | +8.1% | -12.6% | -9.7% |
| YTD | -4.7% | +11.9% | -16.7% | -12.6% |
| 1Y | -1.5% | +18.1% | -19.6% | -13.2% |
| All | +69.7% | +64.1% | +5.6% | +12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling