+176.9%
XLE vs IEFA
+145.9%
+31.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | +0.3% |
| 7D | +0.5% | -2.4% | +2.9% | +2.8% |
| 30D | +6.6% | -2.1% | +8.7% | +8.6% |
| 3M | +12.3% | +5.5% | +6.7% | +5.7% |
| 6M | +18.4% | +8.1% | +10.3% | +6.9% |
| YTD | +47.2% | +11.9% | +35.3% | +27.6% |
| 1Y | +50.3% | +18.1% | +32.2% | +22.7% |
| 3Y | +55.3% | +65.5% | -10.2% | -14.7% |
| 5Y | +226.0% | +50.1% | +175.9% | +99.5% |
| All | +176.9% | +145.9% | +31.1% | -0.8% |
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 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