+257.2%
XOM vs IEFA
+50.2%
+207.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.1% |
| 7D | +4.1% | -1.6% | +5.7% | +4.6% |
| 30D | +4.6% | -1.5% | +6.1% | +5.1% |
| 3M | +14.0% | +3.4% | +10.5% | +12.3% |
| 6M | +11.0% | +9.5% | +1.5% | +6.0% |
| YTD | +40.7% | +13.0% | +27.7% | +32.1% |
| 1Y | +52.3% | +18.0% | +34.3% | +39.8% |
| 3Y | +60.5% | +65.4% | -4.9% | +21.9% |
| All | +257.2% | +50.2% | +207.0% | +188.3% |
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 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