+645.9%
ADBE vs IEFA
+209.0%
+436.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -1.5% |
| 7D | -12.9% | -2.4% | -10.5% | -10.9% |
| 30D | -5.6% | -2.1% | -3.5% | -3.7% |
| 3M | +6.6% | +5.5% | +1.1% | +0.4% |
| 6M | -9.6% | +8.1% | -17.7% | -17.6% |
| YTD | -28.9% | +11.9% | -40.8% | -37.9% |
| 1Y | -28.9% | +18.1% | -47.0% | -41.3% |
| 3Y | -55.6% | +65.5% | -121.1% | -74.5% |
| 5Y | -62.2% | +50.1% | -112.3% | -75.6% |
| 10Y | +150.4% | +144.2% | +6.1% | +1.6% |
| All | +645.9% | +209.0% | +436.9% | +140.5% |
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