+621.5%
XYZ vs IEFA
+147.6%
+473.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | -0.3% |
| 7D | -2.2% | -1.1% | -1.1% | -0.4% |
| 30D | +11.6% | +1.3% | +10.3% | +9.6% |
| 3M | +8.4% | -3.2% | +11.6% | +15.3% |
| 6M | +17.2% | +2.0% | +15.2% | +13.3% |
| YTD | +31.7% | +10.7% | +21.0% | +9.1% |
| 1Y | +30.1% | +13.0% | +17.1% | +3.9% |
| 3Y | +66.4% | +67.1% | -0.7% | -35.2% |
| 5Y | -62.2% | +49.4% | -111.5% | -80.2% |
| 10Y | +621.5% | +148.2% | +473.4% | +87.6% |
| All | +621.5% | +147.6% | +473.9% | +87.6% |
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