+963.7%
ASX vs IEFA
+145.9%
+817.8%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.3% | -2.1% |
| 7D | +6.5% | -2.4% | +8.9% | +9.8% |
| 30D | +3.1% | -2.1% | +5.2% | +6.0% |
| 3M | +17.4% | +5.5% | +11.8% | +10.8% |
| 6M | +85.4% | +8.1% | +77.3% | +70.8% |
| YTD | +150.1% | +11.9% | +138.1% | +121.0% |
| 1Y | +256.3% | +18.1% | +238.2% | +194.9% |
| 3Y | +446.9% | +65.5% | +381.4% | +204.1% |
| 5Y | +447.1% | +50.1% | +397.0% | +246.2% |
| All | +963.7% | +145.9% | +817.8% | +305.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling