+266.6%
XLU vs IEFA
+212.1%
+54.5%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.8% |
| 7D | -1.6% | -1.6% | 0.0% | -0.8% |
| 30D | -3.3% | -1.5% | -1.8% | -2.6% |
| 3M | -3.2% | +3.4% | -6.6% | -5.0% |
| 6M | -7.0% | +9.5% | -16.4% | -11.7% |
| YTD | +0.6% | +13.0% | -12.4% | -6.2% |
| 1Y | +2.4% | +18.0% | -15.6% | -6.7% |
| 3Y | +46.3% | +65.4% | -19.1% | +10.2% |
| 5Y | +44.0% | +51.6% | -7.6% | +12.4% |
| 10Y | +140.1% | +146.7% | -6.6% | +38.9% |
| All | +266.6% | +212.1% | +54.5% | +87.0% |
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