+54.9%
XLE vs IEFA
+68.7%
-13.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | 0.0% | +1.2% | -1.2% | -0.4% |
| 30D | +12.6% | -0.6% | +13.2% | +12.8% |
| 3M | +11.8% | +6.2% | +5.6% | +9.2% |
| 6M | +16.1% | +11.2% | +4.9% | +10.4% |
| YTD | +46.9% | +14.2% | +32.7% | +37.0% |
| 1Y | +53.3% | +20.0% | +33.2% | +38.5% |
| 3Y | +54.9% | +68.8% | -13.9% | +13.5% |
| All | +54.9% | +68.7% | -13.8% | +13.5% |
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 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