+416.1%
XLV vs IEFA
+212.1%
+204.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.8% |
| 7D | -3.6% | -1.6% | -2.0% | -2.6% |
| 30D | -1.8% | -1.5% | -0.3% | -0.9% |
| 3M | +7.8% | +3.4% | +4.4% | +5.2% |
| 6M | +9.1% | +9.5% | -0.4% | +2.2% |
| YTD | +7.7% | +13.0% | -5.3% | -1.4% |
| 1Y | +20.4% | +18.0% | +2.4% | +7.0% |
| 3Y | +30.8% | +65.4% | -34.6% | -8.4% |
| 5Y | +34.6% | +51.6% | -16.9% | -0.8% |
| 10Y | +173.4% | +146.7% | +26.7% | +39.1% |
| All | +416.1% | +212.1% | +204.1% | +119.3% |
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