+227.7%
XLE vs IEFA
+51.0%
+176.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.4% |
| 7D | +0.3% | -0.5% | +0.8% | +0.5% |
| 30D | +8.5% | -1.1% | +9.6% | +9.1% |
| 3M | +14.6% | +5.1% | +9.5% | +11.2% |
| 6M | +17.6% | +9.3% | +8.3% | +10.5% |
| YTD | +48.1% | +13.0% | +35.1% | +35.9% |
| 1Y | +53.8% | +19.2% | +34.6% | +36.0% |
| 3Y | +56.2% | +67.0% | -10.8% | +8.5% |
| 5Y | +227.7% | +51.1% | +176.6% | +146.6% |
| All | +227.7% | +51.0% | +176.7% | +146.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling