+584.9%
XYZ vs IEFA
+148.4%
+436.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.6% |
| 7D | -1.1% | +2.2% | -3.3% | -4.7% |
| 30D | +11.5% | +1.1% | +10.4% | +10.0% |
| 3M | +1.8% | -4.3% | +6.1% | +10.5% |
| 6M | +21.2% | +1.4% | +19.8% | +18.5% |
| YTD | +29.9% | +10.1% | +19.9% | +8.7% |
| 1Y | +35.8% | +12.9% | +22.9% | +8.4% |
| 3Y | +62.6% | +65.8% | -3.2% | -35.8% |
| 5Y | -62.8% | +47.7% | -110.5% | -80.2% |
| All | +584.9% | +148.4% | +436.5% | +72.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling