From Sahih Muslim (Hadith 2056):
Umm 'Atiyya reported:The Messenger of Allah (ﷺ) commanded us to bring out on'Id-ul-Fitr and 'Id-ul-Adha young women, menstruating women and screened away ladies, menstruating women kept back from prayer, but participated in goodness and supplication of the Muslims. I said: Messenger of Allah, one of us does not have an outer garment (to cover her face and body). He said: Let her sister cover her with her outer garment
Reference: Muslim 2056