+188.3%
AMAT vs IEFA
+19.3%
+169.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.2% | +1.4% |
| 7D | +6.9% | -0.5% | +7.4% | +7.8% |
| 30D | -10.1% | -1.1% | -9.0% | -8.1% |
| 3M | -6.0% | +5.1% | -11.1% | -13.7% |
| 6M | +38.6% | +9.3% | +29.3% | +21.1% |
| YTD | +83.1% | +13.0% | +70.1% | +47.2% |
| 1Y | +188.3% | +19.2% | +169.2% | +104.0% |
| All | +188.3% | +19.3% | +169.1% | +104.0% |
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