+529.4%
XYZ vs IEFA
+138.9%
+390.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -2.9% |
| 7D | -2.1% | +1.3% | -3.4% | -4.1% |
| 30D | +7.0% | +0.1% | +6.9% | +7.3% |
| 3M | +5.1% | -4.2% | +9.3% | +13.4% |
| 6M | +14.1% | +1.9% | +12.2% | +10.8% |
| YTD | +26.4% | +9.9% | +16.4% | +7.5% |
| 1Y | +25.1% | +11.5% | +13.5% | +3.8% |
| 3Y | +59.7% | +66.0% | -6.2% | -32.2% |
| 5Y | -63.8% | +47.5% | -111.3% | -79.6% |
| 10Y | +592.4% | +146.5% | +446.0% | +119.5% |
| All | +529.4% | +138.9% | +390.4% | +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 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