+1,189.7%
ADI vs IEFA
+211.8%
+977.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.8% |
| 7D | +2.6% | -0.5% | +3.1% | +3.1% |
| 30D | -4.6% | -1.1% | -3.5% | -3.4% |
| 3M | -9.5% | +5.1% | -14.6% | -14.2% |
| 6M | +14.8% | +9.3% | +5.5% | +4.0% |
| YTD | +35.8% | +13.0% | +22.9% | +18.2% |
| 1Y | +48.9% | +19.2% | +29.8% | +22.2% |
| 3Y | +115.6% | +67.0% | +48.6% | +21.5% |
| 5Y | +135.1% | +51.1% | +84.0% | +49.6% |
| 10Y | +636.4% | +146.5% | +490.0% | +185.3% |
| All | +1,189.7% | +211.8% | +977.8% | +275.2% |
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