+22.2%
XLP vs IEFA
+14.5%
+7.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.0% | -2.1% | +0.5% |
| 7D | +0.1% | +1.1% | -1.0% | -0.1% |
| 30D | +8.9% | +1.2% | +7.7% | +8.7% |
| 3M | +7.5% | -3.4% | +10.8% | +7.8% |
| 6M | +9.4% | +2.0% | +7.4% | +9.0% |
| YTD | +19.3% | +11.0% | +8.3% | +17.0% |
| All | +22.2% | +14.5% | +7.7% | +19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling