+246.5%
XLP vs IEFA
+217.0%
+29.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | -1.0% | +0.6% | -1.6% | -1.3% |
| 30D | -0.9% | +1.0% | -1.9% | -1.4% |
| 3M | +3.8% | +4.7% | -0.9% | +1.2% |
| 6M | -1.7% | +8.6% | -10.3% | -6.3% |
| YTD | +10.3% | +14.8% | -4.6% | +2.0% |
| 1Y | +7.8% | +22.6% | -14.8% | -3.7% |
| 3Y | +27.2% | +67.0% | -39.8% | -4.7% |
| 5Y | +32.5% | +52.3% | -19.7% | +3.5% |
| 10Y | +101.8% | +147.3% | -45.6% | +16.8% |
| All | +246.5% | +217.0% | +29.4% | +67.3% |
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