+533.2%
XYZ vs IEFA
+149.6%
+383.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.9% |
| 7D | -1.0% | +0.6% | -1.6% | -1.8% |
| 30D | -1.7% | +1.0% | -2.7% | -3.3% |
| 3M | +16.7% | +4.7% | +12.0% | +8.1% |
| 6M | +26.9% | +8.6% | +18.3% | +9.9% |
| YTD | +27.1% | +14.8% | +12.3% | +0.2% |
| 1Y | +9.3% | +22.6% | -13.4% | -22.8% |
| 3Y | +42.3% | +67.0% | -24.7% | -39.9% |
| 5Y | -69.3% | +52.3% | -121.6% | -83.7% |
| 10Y | +586.8% | +147.3% | +439.5% | +108.0% |
| All | +533.2% | +149.6% | +383.6% | +79.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling