+46.2%
ADP vs IEFA
+66.6%
-20.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | +0.3% | +1.3% | -1.0% | 0.0% |
| 30D | +11.6% | +0.1% | +11.5% | +11.5% |
| 3M | +15.1% | -4.2% | +19.3% | +16.0% |
| 6M | +46.0% | +1.9% | +44.1% | +44.9% |
| YTD | +22.4% | +9.9% | +12.5% | +17.3% |
| 1Y | +24.5% | +11.5% | +12.9% | +18.4% |
| All | +46.2% | +66.6% | -20.5% | +17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling