+194.9%
XLE vs IEFA
+217.0%
-22.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | +2.2% | +0.6% | +1.6% | +1.6% |
| 30D | +11.8% | +1.0% | +10.7% | +10.5% |
| 3M | +9.8% | +4.7% | +5.1% | +4.3% |
| 6M | +15.6% | +8.6% | +7.0% | +4.2% |
| YTD | +45.3% | +14.8% | +30.4% | +23.3% |
| 1Y | +48.3% | +22.6% | +25.7% | +17.4% |
| 3Y | +55.4% | +67.0% | -11.6% | -12.9% |
| 5Y | +216.1% | +52.3% | +163.8% | +93.8% |
| 10Y | +178.4% | +147.3% | +31.1% | +3.4% |
| All | +194.9% | +217.0% | -22.1% | -16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling