+311.3%
ARM vs IEFA
+67.0%
+244.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.3% | +5.0% |
| 7D | +11.4% | +1.2% | +10.2% | +8.6% |
| 30D | -7.4% | -0.6% | -6.9% | -6.2% |
| 3M | -24.5% | +6.2% | -30.7% | -32.8% |
| 6M | +128.7% | +11.2% | +117.5% | +89.4% |
| YTD | +139.3% | +14.2% | +125.1% | +86.6% |
| 1Y | +88.0% | +20.0% | +67.9% | +32.0% |
| All | +311.3% | +67.0% | +244.3% | +49.2% |
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