+34.1%
XLP vs IEFA
+52.2%
-18.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -1.0% | +0.6% | -1.6% | -1.2% |
| 30D | -0.9% | +1.0% | -1.9% | -1.3% |
| 3M | +3.8% | +4.7% | -0.9% | +1.9% |
| 6M | -1.7% | +8.6% | -10.3% | -5.0% |
| YTD | +10.3% | +14.8% | -4.6% | +4.1% |
| 1Y | +7.8% | +22.6% | -14.8% | -1.0% |
| 3Y | +27.2% | +67.0% | -39.8% | +1.6% |
| All | +34.1% | +52.2% | -18.1% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling