+271.5%
XLP vs IEFA
+197.3%
+74.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -0.9% |
| 7D | +0.7% | -1.6% | +2.3% | +1.5% |
| 30D | +10.3% | -1.5% | +11.7% | +11.0% |
| 3M | +6.5% | -5.2% | +11.7% | +9.3% |
| 6M | +8.4% | -1.6% | +10.0% | +8.8% |
| YTD | +18.2% | +7.7% | +10.5% | +12.8% |
| 1Y | +22.4% | +12.2% | +10.2% | +14.3% |
| 3Y | +41.9% | +62.1% | -20.2% | +7.7% |
| 5Y | +40.9% | +43.7% | -2.8% | +13.2% |
| 10Y | +128.4% | +142.7% | -14.3% | +33.3% |
| All | +271.5% | +197.3% | +74.1% | +85.0% |
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 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