+469.3%
XLF vs IEFA
+209.0%
+260.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.5% |
| 7D | -2.9% | -2.4% | -0.5% | -0.6% |
| 30D | -1.6% | -2.1% | +0.5% | +0.4% |
| 3M | +9.3% | +5.5% | +3.7% | +3.5% |
| 6M | +14.6% | +8.1% | +6.5% | +5.4% |
| YTD | +4.7% | +11.9% | -7.2% | -7.1% |
| 1Y | +8.6% | +18.1% | -9.4% | -8.6% |
| 3Y | +73.9% | +65.5% | +8.4% | +3.4% |
| 5Y | +65.0% | +50.1% | +15.0% | +8.1% |
| 10Y | +250.4% | +144.2% | +106.2% | +44.1% |
| All | +469.3% | +209.0% | +260.3% | +82.8% |
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