+66.9%
AMAT vs IEFA
+11.9%
+55.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.9% | -3.0% |
| 7D | +11.4% | +2.2% | +9.2% | +7.0% |
| 30D | -17.0% | +1.1% | -18.1% | -18.0% |
| 3M | -30.6% | -4.3% | -26.3% | -23.8% |
| 6M | -14.9% | +1.4% | -16.3% | -15.3% |
| YTD | +44.7% | +10.1% | +34.6% | +23.7% |
| 1Y | +66.9% | +12.9% | +54.0% | +35.9% |
| All | +66.9% | +11.9% | +55.0% | +35.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling