+512.8%
XLI vs IEFA
+212.1%
+300.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.2% |
| 7D | -1.7% | -1.6% | -0.1% | -0.2% |
| 30D | -7.3% | -1.5% | -5.8% | -6.0% |
| 3M | -1.3% | +3.4% | -4.8% | -4.4% |
| 6M | +2.2% | +9.5% | -7.2% | -6.0% |
| YTD | +11.7% | +13.0% | -1.3% | -0.4% |
| 1Y | +14.3% | +18.0% | -3.7% | -2.0% |
| 3Y | +70.3% | +65.4% | +5.0% | +6.6% |
| 5Y | +82.3% | +51.6% | +30.8% | +22.9% |
| 10Y | +258.4% | +146.7% | +111.7% | +55.9% |
| All | +512.8% | +212.1% | +300.7% | +109.6% |
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