+197.1%
ABT vs IEFA
+148.3%
+48.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -2.0% |
| 7D | -5.9% | -1.6% | -4.3% | -4.9% |
| 30D | -8.1% | -1.5% | -6.6% | -7.2% |
| 3M | +14.5% | +3.4% | +11.1% | +11.7% |
| 6M | -6.3% | +9.5% | -15.8% | -12.4% |
| YTD | -17.1% | +13.0% | -30.2% | -24.3% |
| 1Y | -21.4% | +18.0% | -39.4% | -30.4% |
| 3Y | +5.9% | +65.4% | -59.4% | -27.4% |
| 5Y | -12.8% | +51.6% | -64.3% | -36.7% |
| All | +197.1% | +148.3% | +48.8% | +45.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling