+200.8%
XLE vs IEFA
+203.9%
-3.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.8% | +0.9% |
| 7D | +5.4% | +2.2% | +3.2% | +3.2% |
| 30D | -3.9% | +1.1% | -5.0% | -5.2% |
| 3M | +7.0% | -4.3% | +11.3% | +10.8% |
| 6M | +14.2% | +1.4% | +12.8% | +10.9% |
| YTD | +48.2% | +10.1% | +38.1% | +30.2% |
| 1Y | +47.7% | +12.9% | +34.8% | +26.4% |
| 3Y | +70.0% | +65.8% | +4.2% | -4.8% |
| 5Y | +169.1% | +47.7% | +121.5% | +68.5% |
| 10Y | +180.7% | +146.8% | +34.0% | +4.0% |
| All | +200.8% | +203.9% | -3.1% | -11.6% |
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 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