+74.2%
XLF vs IEFA
+65.7%
+8.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | 0.0% |
| 7D | -1.5% | -1.6% | +0.1% | -0.5% |
| 30D | -1.2% | -1.5% | +0.3% | -0.2% |
| 3M | +9.2% | +3.4% | +5.8% | +6.8% |
| 6M | +16.3% | +9.5% | +6.8% | +9.2% |
| YTD | +5.4% | +13.0% | -7.6% | -3.4% |
| 1Y | +7.6% | +18.0% | -10.4% | -4.5% |
| 3Y | +74.2% | +65.4% | +8.8% | +18.3% |
| All | +74.2% | +65.7% | +8.5% | +18.3% |
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 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