+1,315.3%
AMAT vs IEFA
+147.9%
+1,167.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +3.0% | +8.3% | +6.5% |
| 7D | -1.1% | +1.1% | -2.1% | -2.2% |
| 30D | -26.9% | +1.2% | -28.1% | -27.9% |
| 3M | -31.2% | -3.4% | -27.8% | -27.0% |
| 6M | -14.7% | +2.0% | -16.7% | -15.6% |
| YTD | +44.7% | +11.0% | +33.7% | +26.5% |
| 1Y | +62.0% | +15.2% | +46.7% | +33.8% |
| 3Y | +165.0% | +68.4% | +96.6% | +23.1% |
| 5Y | +147.1% | +48.4% | +98.7% | +44.5% |
| 10Y | +1,315.3% | +146.4% | +1,168.9% | +371.8% |
| All | +1,315.3% | +147.9% | +1,167.4% | +371.8% |
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