-68.6%
XYZ vs IEFA
+52.0%
-120.6%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.1% |
| 7D | +2.9% | +1.2% | +1.7% | +0.6% |
| 30D | +1.4% | -0.6% | +2.0% | +2.7% |
| 3M | +14.6% | +6.2% | +8.3% | +1.6% |
| 6M | +20.8% | +11.2% | +9.6% | -3.1% |
| YTD | +23.1% | +14.2% | +8.9% | -7.1% |
| 1Y | +5.6% | +20.0% | -14.4% | -28.1% |
| 3Y | +50.9% | +68.8% | -17.9% | -53.2% |
| 5Y | -68.6% | +52.7% | -121.2% | -86.9% |
| All | -68.6% | +52.0% | -120.6% | -86.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling