+336.5%
ABT vs IEFA
+211.8%
+124.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.4% |
| 7D | -4.7% | -0.5% | -4.3% | -4.5% |
| 30D | -3.1% | -1.1% | -2.0% | -2.4% |
| 3M | +16.1% | +5.1% | +11.1% | +11.9% |
| 6M | -5.3% | +9.3% | -14.6% | -11.6% |
| YTD | -14.4% | +13.0% | -27.4% | -22.1% |
| 1Y | -18.4% | +19.2% | -37.6% | -28.5% |
| 3Y | +11.2% | +67.0% | -55.8% | -24.9% |
| 5Y | -9.4% | +51.1% | -60.5% | -34.6% |
| 10Y | +209.7% | +146.5% | +63.3% | +49.8% |
| All | +336.5% | +211.8% | +124.7% | +82.2% |
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