+248.8%
XLF vs IEFA
+148.3%
+100.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | -0.3% |
| 7D | -1.5% | -1.6% | +0.1% | +0.1% |
| 30D | -1.2% | -1.5% | +0.3% | +0.3% |
| 3M | +9.2% | +3.4% | +5.8% | +5.4% |
| 6M | +16.3% | +9.5% | +6.8% | +5.3% |
| YTD | +5.4% | +13.0% | -7.6% | -7.9% |
| 1Y | +7.6% | +18.0% | -10.4% | -10.2% |
| 3Y | +74.2% | +65.4% | +8.8% | +0.5% |
| 5Y | +66.1% | +51.6% | +14.6% | +5.5% |
| All | +248.8% | +148.3% | +100.5% | +34.9% |
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