+48.5%
AMZN vs IEFA
+50.2%
-1.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +0.8% |
| 7D | -0.7% | -1.6% | +0.9% | +1.1% |
| 30D | -3.9% | -1.5% | -2.4% | -2.3% |
| 3M | +6.3% | +3.4% | +2.9% | +2.2% |
| 6M | +20.8% | +9.5% | +11.3% | +8.4% |
| YTD | +11.2% | +13.0% | -1.8% | -4.3% |
| 1Y | +11.7% | +18.0% | -6.3% | -8.6% |
| 3Y | +79.4% | +65.4% | +14.1% | -4.9% |
| All | +48.5% | +50.2% | -1.7% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling