+48.3%
XLE vs IEFA
+23.1%
+25.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.8% |
| 7D | +2.2% | +0.6% | +1.6% | +2.4% |
| 30D | +11.8% | +1.0% | +10.7% | +12.1% |
| 3M | +9.8% | +4.7% | +5.1% | +11.1% |
| 6M | +15.6% | +8.6% | +7.0% | +19.3% |
| YTD | +45.3% | +14.8% | +30.4% | +45.5% |
| 1Y | +48.3% | +22.6% | +25.7% | +49.3% |
| All | +48.3% | +23.1% | +25.2% | +49.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling