+1,362.0%
AMAT vs IEFA
+148.0%
+1,214.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -2.5% |
| 7D | +19.3% | +1.3% | +18.0% | +17.3% |
| 30D | -17.9% | +0.1% | -18.1% | -17.5% |
| 3M | -30.4% | -4.2% | -26.2% | -25.2% |
| 6M | -11.4% | +1.9% | -13.3% | -12.1% |
| YTD | +48.8% | +9.9% | +38.8% | +32.1% |
| 1Y | +66.0% | +11.5% | +54.5% | +44.5% |
| 3Y | +158.8% | +66.0% | +92.8% | +23.0% |
| 5Y | +153.2% | +47.5% | +105.7% | +49.5% |
| All | +1,362.0% | +148.0% | +1,214.0% | +382.4% |
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 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