+275.2%
ADP vs IEFA
+145.9%
+129.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.5% |
| 7D | -5.7% | -2.4% | -3.3% | -3.9% |
| 30D | -1.4% | -2.1% | +0.7% | +0.2% |
| 3M | +16.6% | +5.5% | +11.0% | +11.1% |
| 6M | +24.9% | +8.1% | +16.8% | +15.5% |
| YTD | +5.6% | +11.9% | -6.3% | -5.6% |
| 1Y | -6.0% | +18.1% | -24.1% | -19.9% |
| 3Y | +14.5% | +65.5% | -51.0% | -29.0% |
| 5Y | +47.9% | +50.1% | -2.2% | +0.1% |
| All | +275.2% | +145.9% | +129.3% | +61.2% |
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 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