+5,066.1%
AMAT vs IEFA
+217.0%
+4,849.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.1% |
| 7D | -1.5% | +0.6% | -2.1% | -2.3% |
| 30D | -14.8% | +1.0% | -15.8% | -16.0% |
| 3M | -9.3% | +4.7% | -14.0% | -13.7% |
| 6M | +27.4% | +8.6% | +18.8% | +15.6% |
| YTD | +77.6% | +14.8% | +62.7% | +49.7% |
| 1Y | +188.9% | +22.6% | +166.3% | +123.5% |
| 3Y | +202.3% | +67.0% | +135.3% | +54.7% |
| 5Y | +248.9% | +52.3% | +196.6% | +109.1% |
| 10Y | +1,585.2% | +147.3% | +1,437.9% | +507.7% |
| All | +5,066.1% | +217.0% | +4,849.0% | +1,238.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling