+66.2%
XYZ vs IEFA
+67.5%
-1.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.8% | -2.6% |
| 7D | +12.6% | +1.1% | +11.5% | +11.3% |
| 30D | +10.8% | +0.7% | +10.1% | +10.2% |
| 3M | +8.4% | -3.4% | +11.7% | +14.1% |
| 6M | +14.3% | +1.5% | +12.8% | +12.5% |
| YTD | +31.5% | +10.4% | +21.1% | +14.2% |
| 1Y | +28.1% | +13.4% | +14.7% | +7.0% |
| 3Y | +66.2% | +66.7% | -0.5% | -27.0% |
| All | +66.2% | +67.5% | -1.3% | -27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling