-5.3%
ADP vs IEFA
+23.1%
-28.4%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -3.4% | +0.6% | -4.0% | -3.3% |
| 30D | +2.8% | +1.0% | +1.7% | +3.1% |
| 3M | +20.9% | +4.7% | +16.2% | +22.6% |
| 6M | +29.9% | +8.6% | +21.3% | +32.4% |
| YTD | +9.6% | +14.8% | -5.2% | +9.2% |
| 1Y | -5.3% | +22.6% | -27.9% | -9.3% |
| All | -5.3% | +23.1% | -28.4% | -9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling