+87.8%
AAPL vs IEFA
+65.7%
+22.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.0% |
| 7D | +3.8% | -1.6% | +5.4% | +5.1% |
| 30D | +9.9% | -1.5% | +11.4% | +11.1% |
| 3M | +12.5% | +3.4% | +9.1% | +9.3% |
| 6M | +27.6% | +9.5% | +18.1% | +18.0% |
| YTD | +22.6% | +13.0% | +9.5% | +9.7% |
| 1Y | +45.0% | +18.0% | +27.0% | +24.7% |
| 3Y | +87.8% | +65.4% | +22.4% | +21.1% |
| All | +87.8% | +65.7% | +22.0% | +21.1% |
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