+221.0%
XOM vs IEFA
+212.1%
+8.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | -0.3% |
| 7D | +4.1% | -1.6% | +5.7% | +5.3% |
| 30D | +4.6% | -1.5% | +6.1% | +5.6% |
| 3M | +14.0% | +3.4% | +10.5% | +10.5% |
| 6M | +11.0% | +9.5% | +1.5% | +1.4% |
| YTD | +40.7% | +13.0% | +27.7% | +25.0% |
| 1Y | +52.3% | +18.0% | +34.3% | +30.4% |
| 3Y | +60.5% | +65.4% | -4.9% | +1.4% |
| 5Y | +266.4% | +51.6% | +214.9% | +146.9% |
| 10Y | +194.4% | +146.7% | +47.7% | +31.9% |
| All | +221.0% | +212.1% | +8.9% | +17.1% |
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