+604.5%
XYZ vs IEFA
+143.5%
+461.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | +1.0% |
| 7D | -3.7% | -0.5% | -3.3% | -2.9% |
| 30D | +0.5% | -1.1% | +1.6% | +2.7% |
| 3M | +16.3% | +5.1% | +11.2% | +6.4% |
| 6M | +21.1% | +9.3% | +11.8% | +2.8% |
| YTD | +22.0% | +13.0% | +9.0% | -2.6% |
| 1Y | +5.2% | +19.2% | -14.0% | -23.7% |
| 3Y | +49.6% | +67.0% | -17.4% | -41.0% |
| 5Y | -68.4% | +51.1% | -119.5% | -83.8% |
| 10Y | +604.5% | +146.5% | +458.0% | +92.6% |
| All | +604.5% | +143.5% | +461.1% | +92.6% |
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