+1,665.8%
AMAT vs IEFA
+143.7%
+1,522.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +4.9% |
| 7D | +7.0% | +1.2% | +5.8% | +5.0% |
| 30D | -12.2% | -0.6% | -11.6% | -11.4% |
| 3M | -3.8% | +6.2% | -10.0% | -11.4% |
| 6M | +45.9% | +11.2% | +34.8% | +25.9% |
| YTD | +84.6% | +14.2% | +70.5% | +53.7% |
| 1Y | +193.4% | +20.0% | +173.3% | +127.2% |
| 3Y | +228.1% | +68.8% | +159.3% | +51.1% |
| 5Y | +268.9% | +52.7% | +216.3% | +106.1% |
| 10Y | +1,665.8% | +144.2% | +1,521.5% | +456.1% |
| All | +1,665.8% | +143.7% | +1,522.1% | +456.1% |
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